On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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Publication:3651428
DOI10.1002/cjs.10034zbMath1191.62083OpenAlexW2020113412MaRDI QIDQ3651428
Johanna G. Nešlehová, Christian Genest, Noomen Ben Ghorbal
Publication date: 10 December 2009
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.10034
Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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