Testing for lower tail dependence in extreme value models (Q5107473)
From MaRDI portal
scientific article; zbMATH DE number 7193854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for lower tail dependence in extreme value models |
scientific article; zbMATH DE number 7193854 |
Statements
Testing for lower tail dependence in extreme value models (English)
0 references
27 April 2020
0 references
extreme value model
0 references
lower tail dependence
0 references
copula function
0 references
Cramer-von Mises test
0 references
Anderson-Darling test
0 references
Kolmogorov-Smirnov test
0 references
chi-square goodness-of-fit test
0 references
Fisher's \(\kappa\) test
0 references
