A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: copula / rank | |||
Normal rank |
Revision as of 19:16, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas |
scientific article |
Statements
A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (English)
0 references
21 September 2012
0 references
multiplier central limit theorem
0 references
non-parametric estimation
0 references
Pickands dependence function
0 references
ranks
0 references