{"id":"https://openalex.org/W2043955310","doi":"https://doi.org/10.1081/stm-120034129","title":"The Extremal Dependence Measure and Asymptotic Independence","display_name":"The Extremal Dependence Measure and Asymptotic Independence","publication_year":2004,"publication_date":"2004-05-21","ids":{"openalex":"https://openalex.org/W2043955310","doi":"https://doi.org/10.1081/stm-120034129","mag":"2043955310"},"language":"en","primary_location":{"id":"doi:10.1081/stm-120034129","doi":"https://doi.org/10.1081/stm-120034129","is_oa":false,"landing_page_url":"https://doi.org/10.1081/stm-120034129","pdf_url":null,"source":{"id":"https://openalex.org/S170765028","display_name":"Stochastic Models","issn_l":"0882-0287","issn":["0882-0287","1532-4124","1532-4214","1532-6349","2332-4058"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-40","russia-white-list-4","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Models","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5003294202","display_name":"Sidney I. Resnick","orcid":"https://orcid.org/0000-0002-4832-5942","observed_orcids":["https://orcid.org/0000-0002-4832-5942"]},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Sidney Resnick","raw_affiliation_strings":["School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York, USA ; School of Operations Research and Industrial Engineering, Cornell University, Rhodes Hall 214, Ithaca, NY, 14853, USA","School of Operations Research and Industrial Engineering , Cornell University , Ithaca, New York, USA","School of Operations Research and Industrial Engineering , Cornell University , Rhodes Hall 214, Ithaca, NY, 14853, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York, USA ; School of Operations Research and Industrial Engineering, Cornell University, Rhodes Hall 214, Ithaca, NY, 14853, USA","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"School of Operations Research and Industrial Engineering , Cornell University , Ithaca, New York, USA","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"School of Operations Research and Industrial Engineering , Cornell University , Rhodes Hall 214, Ithaca, NY, 14853, USA","institution_ids":["https://openalex.org/I205783295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5003294202"],"corresponding_institution_ids":["https://openalex.org/I205783295"],"apc_list":null,"apc_paid":null,"fwci":4.2226,"has_fulltext":false,"cited_by_count":47,"citation_normalized_percentile":{"value":0.9305282,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"20","issue":"2","first_page":"205","last_page":"227"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9779999852180481,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9779999852180481,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.006300000008195639,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.0024999999441206455,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asymptotic-independence","display_name":"asymptotic independence","score":0.9660000205039978},{"id":"https://openalex.org/keywords/heavy-tailed-data","display_name":"heavy-tailed data","score":0.781000018119812},{"id":"https://openalex.org/keywords/multivariate-regular-variation","display_name":"multivariate regular variation","score":0.9629999995231628},{"id":"https://openalex.org/keywords/scaling-functions","display_name":"scaling functions","score":0.5910000205039978},{"id":"https://openalex.org/keywords/estimator-consistency","display_name":"estimator consistency","score":0.703000009059906},{"id":"https://openalex.org/keywords/asymptotic-normality","display_name":"asymptotic normality","score":0.9909999966621399}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8984411954879761},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.7288932800292969},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6669017672538757},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.6595664024353027},{"id":"https://openalex.org/C35651441","wikidata":"https://www.wikidata.org/wiki/Q625303","display_name":"Independence (probability theory)","level":2,"score":0.5594245195388794},{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.5414538383483887},{"id":"https://openalex.org/C18653775","wikidata":"https://www.wikidata.org/wiki/Q1333358","display_name":"Joint probability distribution","level":2,"score":0.5125422477722168},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4867680072784424},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.42969226837158203},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.41439494490623474},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.4105727970600128},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3766515851020813},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.3530578315258026},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.10748636722564697},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.07701650261878967},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1081/stm-120034129","doi":"https://doi.org/10.1081/stm-120034129","is_oa":false,"landing_page_url":"https://doi.org/10.1081/stm-120034129","pdf_url":null,"source":{"id":"https://openalex.org/S170765028","display_name":"Stochastic Models","issn_l":"0882-0287","issn":["0882-0287","1532-4124","1532-4214","1532-6349","2332-4058"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-40","russia-white-list-4","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Models","raw_type":"journal-article"},{"id":"pmh:oai:ecommons.cornell.edu:1813/9224","doi":null,"is_oa":false,"landing_page_url":"https://hdl.handle.net/1813/9224","pdf_url":null,"source":{"id":"https://openalex.org/S4306400757","display_name":"eCommons (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"technical report"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320337380","display_name":"Division of Mathematical Sciences","ror":"https://ror.org/051fftw81"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":65,"referenced_works":["https://openalex.org/W80975272","https://openalex.org/W94587072","https://openalex.org/W143440809","https://openalex.org/W180252950","https://openalex.org/W181131216","https://openalex.org/W595580781","https://openalex.org/W1524354660","https://openalex.org/W1529285559","https://openalex.org/W1547243506","https://openalex.org/W1563654097","https://openalex.org/W1566639555","https://openalex.org/W1578961977","https://openalex.org/W1580846952","https://openalex.org/W1608358328","https://openalex.org/W1783762153","https://openalex.org/W1966356699","https://openalex.org/W1967463699","https://openalex.org/W1969273688","https://openalex.org/W1969721537","https://openalex.org/W1969818092","https://openalex.org/W1970867543","https://openalex.org/W1972870850","https://openalex.org/W1980620433","https://openalex.org/W1983099978","https://openalex.org/W1987715867","https://openalex.org/W2003695184","https://openalex.org/W2009756259","https://openalex.org/W2011432449","https://openalex.org/W2011506997","https://openalex.org/W2021503139","https://openalex.org/W2022894179","https://openalex.org/W2024139053","https://openalex.org/W2036571875","https://openalex.org/W2049057646","https://openalex.org/W2056486724","https://openalex.org/W2058959119","https://openalex.org/W2064418064","https://openalex.org/W2066782797","https://openalex.org/W2070290308","https://openalex.org/W2071431289","https://openalex.org/W2073521040","https://openalex.org/W2076253795","https://openalex.org/W2080766132","https://openalex.org/W2086597188","https://openalex.org/W2091175470","https://openalex.org/W2103428811","https://openalex.org/W2105047865","https://openalex.org/W2110156585","https://openalex.org/W2130652163","https://openalex.org/W2140951602","https://openalex.org/W2140971281","https://openalex.org/W2156535852","https://openalex.org/W2158695583","https://openalex.org/W2159733436","https://openalex.org/W2164931226","https://openalex.org/W2316752369","https://openalex.org/W2318523674","https://openalex.org/W2550503289","https://openalex.org/W2582337284","https://openalex.org/W2923350137","https://openalex.org/W2983593864","https://openalex.org/W4230672194","https://openalex.org/W4253316811","https://openalex.org/W4292963524","https://openalex.org/W6987337520"],"related_works":["https://openalex.org/W2131033256","https://openalex.org/W2083632918","https://openalex.org/W2291409963","https://openalex.org/W2949358836","https://openalex.org/W1529285559","https://openalex.org/W3100647575","https://openalex.org/W2084689700","https://openalex.org/W4241357915","https://openalex.org/W2731397869","https://openalex.org/W1621652332"],"abstract_inverted_index":{"Extremal":[0],"dependence":[1,21,57],"analysis":[2],"assesses":[3],"the":[4,36,40,55,63,84],"tendency":[5,64],"of":[6,9,11,20,39,62,65,68,70,80,83,91,99],"large":[7,66],"values":[8,67],"components":[10,69],"a":[12,60,71,96],"random":[13,72],"vector":[14,73],"to":[15,74,109],"occur":[16,75],"simultaneously.":[17],"This":[18],"kind":[19],"information":[22],"can":[23],"be":[24,46,110],"qualitatively":[25],"different":[26],"than":[27],"what":[28],"is":[29],"given":[30],"by":[31],"correlation":[32,44],"which":[33],"averages":[34],"over":[35],"total":[37],"body":[38],"joint":[41],"distribution.":[42],"Also,":[43],"may":[45],"completely":[47],"inappropriate":[48],"for":[49],"heavy":[50],"tailed":[51],"data.":[52],"We":[53,86],"study":[54],"extremal":[56],"measure":[58,61],"(EDM),":[59],"simultaneously":[76],"and":[77],"show":[78,88],"consistency":[79],"an":[81,92],"estimator":[82,94],"EDM.":[85],"also":[87],"asymptotic":[89],"normality":[90],"idealized":[93],"in":[95],"restricted":[97],"case":[98],"multivariate":[100],"regular":[101],"variation":[102],"where":[103],"scaling":[104],"functions":[105],"do":[106],"not":[107],"have":[108],"estimated.":[111]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2013,"cited_by_count":2}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}
