Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically distribution-free goodness-of-fit testing for tail copulas |
scientific article |
Statements
Asymptotically distribution-free goodness-of-fit testing for tail copulas (English)
0 references
11 May 2015
0 references
extreme value theory
0 references
tail dependence
0 references
goodness-of-fit testing
0 references
martingale transform
0 references
0 references
0 references
0 references
