Pages that link to "Item:Q2488468"

The following pages link to Regular score tests of independence in multivariate extreme values (Q2488468):

Displaying 8 items.

• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
• Testing the tail-dependence based on the radial component (Q1003303) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
• A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)