Testing for tail independence in extreme value models (Q2502142)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for tail independence in extreme value models |
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Testing for tail independence in extreme value models (English)
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12 September 2006
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Bivariate extremes
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Pickands dependence function
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Tail independence
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Tail dependence parameter
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Neyman-Pearson test
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Kolmogorov-Smirnov test
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Fisher's \(\kappa\)
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Chi-square goodness-of-fit test
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Differentiable spectral neighborhood
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Generalized Pareto distribution
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