On the relation between extremal dependence and concomitants
极端依赖与伴随次序统计量的关系
The study of concomitants has recently met a renewed interest due to its applications in selection procedures. For instance, concomitants are used in ranked-set sampling, to achieve efficiency and reduce cost when compared to the simple random sampling. In parallel, the search for new methods to provide a rich description of extremal dependence among multiple time series has rapidly grown, due also to its numerous practical implications and the lack of suitable models to…