Nonparametric rank-based tests of bivariate extreme-value dependence
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Publication:990906
DOI10.1016/j.jmva.2010.05.004zbMath1201.62056OpenAlexW2091111644MaRDI QIDQ990906
Publication date: 1 September 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.05.004
rankscontiguitypseudo-observationsmultiplier central limit theoremextreme-value copulaslocal power comparisons
Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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Uses Software
Cites Work
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