Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906)
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scientific article; zbMATH DE number 5777383
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| English | Nonparametric rank-based tests of bivariate extreme-value dependence |
scientific article; zbMATH DE number 5777383 |
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Nonparametric rank-based tests of bivariate extreme-value dependence (English)
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1 September 2010
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contiguity
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extreme-value copulas
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local power comparisons
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multiplier central limit theorem
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pseudo-observations
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ranks
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0.92221045
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0.9006047
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0.89829475
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0.8966916
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0.89611846
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0.8918545
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