Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012)
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scientific article; zbMATH DE number 5992062
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Large-sample tests of extreme-value dependence for multivariate copulas |
scientific article; zbMATH DE number 5992062 |
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Large-sample tests of extreme-value dependence for multivariate copulas (English)
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28 December 2011
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max-stability
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multiplier central limit theorem
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pseudo-observations
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ranks
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0.8881953358650208
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0.8723022937774658
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0.8463826775550842
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0.8451856374740601
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0.8354026079177856
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