Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961)
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scientific article; zbMATH DE number 6075578
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| English | Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition |
scientific article; zbMATH DE number 6075578 |
Statements
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (English)
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3 September 2012
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dependence structure
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goodness-of-fit test
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bivariate extreme value theory
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tail copula process
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weighted approximation
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0.8151641488075256
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0.8130123019218445
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0.8002762198448181
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0.7853550910949707
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0.7751225233078003
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