A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947): Difference between revisions

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+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
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