作者：Schlather, M; Tawn, JA
作者单位：University of Bayreuth; Lancaster University
摘要：We present properties of a dependence measure that arises in the study of extreme values in multivariate and spatial problems. For multivariate problems the dependence measure characterises dependence at the bivariate level, for all pairs and all higher orders up to and including the dimension of the variable. Necessary and sufficient conditions are given for subsets of dependence measures to be self-consistent, that is to guarantee the existence of a distribution with such a subset of values ...
作者：Ma, RJ; Krewski, D; Burnett, RT
作者单位：University of New Brunswick; University of Ottawa; Health Canada
摘要：We propose a Poisson modelling approach to nested random effects Cox proportional hazards models. An important feature of this approach is that the principal results depend only on the first and second moments of the unobserved random effects. The orthodox best linear unbiased predictor approach to random effects Poisson modelling techniques enables us to justify appropriate consistency and optimality. The explicit expressions for the random effects given by our approach facilitate incorporati...
