A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947): Difference between revisions

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Latest revision as of 17:44, 5 July 2024

scientific article
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A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
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    A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (English)
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    21 September 2012
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    multiplier central limit theorem
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    non-parametric estimation
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    Pickands dependence function
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    ranks
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