Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534)
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scientific article; zbMATH DE number 5545815
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| English | Expansions of multivariate Pickands densities and testing the tail dependence |
scientific article; zbMATH DE number 5545815 |
Statements
Expansions of multivariate Pickands densities and testing the tail dependence (English)
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21 April 2009
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extreme value dfs
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generalized Pareto dfs
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Pickands dependence function
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tail independence
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uniformly most powerful Neyman-Pearson tests
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0.8050505518913269
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0.7978262305259705
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0.79720139503479
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0.793765127658844
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0.7849606275558472
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