A moment-based test for extreme-value dependence (Q2392731): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q391601 |
||
| Property / author | |||
| Property / author: Johanna G. Nešlehová / rank | |||
Revision as of 02:22, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment-based test for extreme-value dependence |
scientific article |
Statements
A moment-based test for extreme-value dependence (English)
0 references
2 August 2013
0 references
extreme-value copula
0 references
Ghoudi-Khoudraji-Rivest test
0 references
Kendall's distribution
0 references
Kendall's tau
0 references
test of extremeness
0 references
\(U\)-statistic
0 references
