Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906): Difference between revisions
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scientific article
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English | Nonparametric rank-based tests of bivariate extreme-value dependence |
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Nonparametric rank-based tests of bivariate extreme-value dependence (English)
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1 September 2010
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contiguity
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extreme-value copulas
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local power comparisons
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multiplier central limit theorem
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pseudo-observations
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ranks
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