Testing asymptotic independence in bivariate extremes (Q1007480): Difference between revisions

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+Q5288953
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+Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
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+Testing extreme value conditions
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+Bivariate tail estimation: dependence in asymptotic independence
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+Best attainable rates of convergence for estimators of the stable tail dependence function
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+Approximations to the tail empirical distribution function with application to testing extreme value conditions
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+Poisson and Gaussian approximation of weighted local empirical processes
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+Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
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+On testing extreme value conditions
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+Statistics for near independence in multivariate extreme values
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+Q4363950
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+Concomitant tail behaviour for extremes
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+Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
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