Ferreira, HelenaFerreira, Marta2020-01-092020-01-092018Helena Ferreira & Marta Ferreira (2019) Asymptotic dependence of bivariate maxima, Communications in Statistics - Theory and Methods, 48:13, 3269-3279, DOI: 10.1080/03610926.2018.1475568http://hdl.handle.net/10400.6/8166The Ledford and Tawn model for the bivariate tail incorporates a coefficient, η, as a measure of pre-asymptotic dependence between the marginals. However, in the limiting bivariate extreme value model, G, of suitably normalized component-wise maxima, it is just a shape parameter without reflecting any description of the dependency in G. Under some local dependence conditions,we consider an index that describes the pre-asymptotic dependence in this context. We analyze some particular cases considered in the literature and illustrate with examples. A small discussion on inference is presented at the end.engExtreme value theoryStationary sequencesAsymptotic dependenceDependence conditionsjournal article10.1080/03610926.2018.1475568