Regular score tests of independence in multivariate extreme values
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Cites work
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A nonparametric estimation procedure for bivariate extreme value copulas
- An introduction to statistical modeling of extreme values
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Asymptotic test for independence of extreme values
- Bivariate distributions with given extreme value attractor
- Bivariate extreme statistics. I
- Bivariate extreme value theory: Models and estimation
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Exploiting occurrence times in likelihood inference for componentwise maxima
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Extremes and related properties of random sequences and processes
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
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- scientific article; zbMATH DE number 469373 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1085999 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1943870 (Why is no real title available?)
- scientific article; zbMATH DE number 1454116 (Why is no real title available?)
- Maximum likelihood estimation in a class of nonregular cases
- On the multivariate probability integral transformation
- Simulating multivariate extreme value distributions of logistic type
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
- Statistics for near independence in multivariate extreme values
Cited in
(9)- Testing the tail-dependence based on the radial component
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- An alternative point process framework for modeling multivariate extreme values
- A new class of models for bivariate joint tails
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
- Multivariate extreme value theory and its usefulness in understanding risk
- A robust test for asymptotic independence of bivariate extremes
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- Neural classification of asymptotic (in)dependence
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