Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906): Difference between revisions

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+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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+Local Power Analyses of Goodness‐of‐fit Tests for Copulas
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+On Pickands coordinates in arbitrary dimensions
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+Weak convergence of empirical copula processes
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+Understanding Relationships Using Copulas
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+Structure de dépendance des lois de valeurs extrêmes bivariées
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+A goodness-of-fit test for bivariate extreme-value copulas
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+Local efficiency of a Cramér\,-\,von Mises test of independence
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+Rank-based inference for bivariate extreme-value copulas
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+Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
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+Nonparametric estimation of multivariate extreme-value copulas
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+Nonparametric estimation of an extreme-value copula in arbitrary dimensions
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+A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
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+Construction of asymmetric multivariate copulas
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+An introduction to copulas.
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+Testing for equality between two copulas
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+The oscillation behavior of empirical processes: The multivariate case
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+Bivariate extreme value theory: Models and estimation
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+Modelling multivariate extreme value distributions
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+Semiparametric estimation in copula models
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+Asymptotic Statistics
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