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Revision as of 02:21, 14 February 2024

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A goodness-of-fit test for bivariate extreme-value copulas
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    A goodness-of-fit test for bivariate extreme-value copulas (English)
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    2 September 2011
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    extreme-value copula
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    goodness of fit
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    parametric bootstrap
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    Pickands dependence function
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    rank-based inference
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