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Property / author: Johanna G. Nešlehová / rank
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Property / full work available at URL: https://doi.org/10.1007/s00184-012-0410-z / rank
 
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Latest revision as of 17:45, 6 July 2024

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A moment-based test for extreme-value dependence
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    A moment-based test for extreme-value dependence (English)
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    2 August 2013
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    extreme-value copula
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    Ghoudi-Khoudraji-Rivest test
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    Kendall's distribution
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    Kendall's tau
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    test of extremeness
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    \(U\)-statistic
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