A robust test for asymptotic independence of bivariate extremes (Q5299470)
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scientific article; zbMATH DE number 6181134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust test for asymptotic independence of bivariate extremes |
scientific article; zbMATH DE number 6181134 |
Statements
A robust test for asymptotic independence of bivariate extremes (English)
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25 June 2013
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asymptotic independence testing
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contamination
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multivariate extremes
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robustness
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shrinkage scheme
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