A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test

zbMATH Open1193.62088MaRDI QIDQ3580449FDOQ3580449

Michael Falk, Rolf-Dieter Reiss

Publication date: 12 August 2010

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zbMATH Keywords

dependence functionbivariate extreme value distributionbivariate generalized Pareto distributionPickands representation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (5)

• On the distribution of Pickands coordinates in bivariate EV and GP models
• Marshall and Olkin's distributions
• Test of fit for Marshall-Olkin distributions with applications
• On Pickands coordinates in arbitrary dimensions
• Recent developments about Marshall-Olkin bivariate distribution

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