Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles

DOI10.2307/3315683zbMath0899.62071OpenAlexW2051103396MaRDI QIDQ4399509

Louis-Paul Rivest, Kilani Ghoudi, A. Khoudraji

Publication date: 15 November 1998

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315683

zbMATH Keywords

copula simulation goodness of fit U-statistic goodness-of-fit statistics jackknife variance estimator multivariate extreme-value distributions extreme-value family Galambos's distribution Gumbel's dependence function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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