Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967)
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English | Asymptotically distribution-free goodness-of-fit testing for tail copulas |
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Asymptotically distribution-free goodness-of-fit testing for tail copulas (English)
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11 May 2015
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extreme value theory
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tail dependence
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goodness-of-fit testing
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martingale transform
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