A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
DOI10.1016/J.JSPI.2011.12.031zbMATH Open1242.62034OpenAlexW2077081480MaRDI QIDQ434563FDOQ434563
Authors: Svetlana Litvinova, Mervyn J. Silvapulle 
Publication date: 16 July 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.031
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Cites Work
- Goodness-of-fit tests for copulas: A review and a power study
- An introduction to statistical modeling of extreme values
- Asymptotic Statistics
- Statistics for near independence in multivariate extreme values
- Stochastic Limit Theory
- Testing for equality between two copulas
- Tests of independence and randomness based on the empirical copula process
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Simulating multivariate extreme value distributions of logistic type
- On a new goodness-of-fit process for families of copulas
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- Bivariate extreme value theory: Models and estimation
- Non-finite Fisher information and homogeneity: an EM approach
- Title not available (Why is that?)
- Positive quadrant dependence tests for copulas
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Regular score tests of independence in multivariate extreme values
- Minimum mean squared estimation of location and scale parameters under misspecification of the model
- Minimum Distance Estimators for Location and Goodness of Fit
- Generalised weighted Cramer-von Mises distance estimators
- Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
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