On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence |
scientific article |
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On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (English)
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10 December 2009
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copula
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extreme-value
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jackknife
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Kendall's tau
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probability integral transformation
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ranks
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\(U\)-statistic
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