A moment-based test for extreme-value dependence (Q2392731)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment-based test for extreme-value dependence |
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A moment-based test for extreme-value dependence (English)
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2 August 2013
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extreme-value copula
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Ghoudi-Khoudraji-Rivest test
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Kendall's distribution
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Kendall's tau
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test of extremeness
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\(U\)-statistic
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