Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric rank-based tests of bivariate extreme-value dependence |
scientific article |
Statements
Nonparametric rank-based tests of bivariate extreme-value dependence (English)
0 references
1 September 2010
0 references
contiguity
0 references
extreme-value copulas
0 references
local power comparisons
0 references
multiplier central limit theorem
0 references
pseudo-observations
0 references
ranks
0 references
0 references
