Pages that link to "Item:Q2502142"

The following pages link to Testing for tail independence in extreme value models (Q2502142):

Displaying 20 items.

• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
• Detecting a conditional extreme value model (Q650748) (← links)
• Some notes on multivariate generalized Pareto distributions (Q928864) (← 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)
• Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
• Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
• (Q3221204) (← links)
• Statistics for near independence in multivariate extreme values (Q3837347) (← links)
• Non-parametric tests for the tail equivalence via empirical likelihood (Q4595854) (← links)
• Testing for lower tail dependence in extreme value models (Q5107473) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
• Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)
• Permutation test of tail dependence (Q6580623) (← links)