Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906): Difference between revisions

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Nonparametric rank-based tests of bivariate extreme-value dependence
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    Nonparametric rank-based tests of bivariate extreme-value dependence (English)
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    1 September 2010
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    contiguity
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    extreme-value copulas
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    local power comparisons
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    multiplier central limit theorem
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    pseudo-observations
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    ranks
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