A moment-based test for extreme-value dependence (Q2392731)
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scientific article; zbMATH DE number 6194359
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A moment-based test for extreme-value dependence |
scientific article; zbMATH DE number 6194359 |
Statements
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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0.8967527747154236
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0.8695089221000671
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0.858704149723053
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0.8451856374740601
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0.8449133038520813
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