Pages that link to "Item:Q2392731"
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The following pages link to A moment-based test for extreme-value dependence (Q2392731):
Displaying 10 items.
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- A structural break test for extremal dependence in β-mixing random vectors (Q4561016) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
