On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428): Difference between revisions

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Latest revision as of 07:22, 2 July 2024

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On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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    On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (English)
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    10 December 2009
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    copula
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    extreme-value
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    jackknife
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    Kendall's tau
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    probability integral transformation
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    ranks
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    \(U\)-statistic
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