Asymptotic test for independence of extreme values

DOI10.1007/BF01874654zbMath0792.62040OpenAlexW2027740154MaRDI QIDQ1324778

E. S. Miasaki, Chang Chung Yu Dorea

Publication date: 26 July 1994

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01874654

zbMATH Keywords

asymptotic testindependence of extreme valuesnondegenerate limiting distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Regular score tests of independence in multivariate extreme values

Cites Work

• Unnamed Item
• Estimation of the extreme value and the extreme points
• Bivariate CDF iterations and asymptotic independence
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations

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