Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansions of multivariate Pickands densities and testing the tail dependence |
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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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