Department of Statistics and Operations Research, University of North Carolina, Chapel Hill, NC 27514, USA
This discussion reviews the paper by Zhengjun Zhang in the context of broader research on multivariate extreme value theory and max-stable processes.
Zhengjun Zhang. (2021) Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. Statistical Theory and Related Fields 5:1, pages 45-48.