Testing for bivariate extreme dependence using Kendall's process (Q2914948)
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scientific article; zbMATH DE number 6084830
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| default for all languages | No label defined |
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| English | Testing for bivariate extreme dependence using Kendall's process |
scientific article; zbMATH DE number 6084830 |
Statements
21 September 2012
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asymptotic local power
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copula
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extreme-value dependence
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Kendall's process
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multiplier central limit theorem
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0.8996572
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0.88750803
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0.88171077
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0.8814931
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0.8740256
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0.8705533
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0.8694693
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0.8659431
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Testing for bivariate extreme dependence using Kendall's process (English)
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