Testing for Bivariate Extreme Dependence Using Kendall's Process
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Publication:2914948
DOI10.1111/j.1467-9469.2011.00739.xzbMath1323.62050OpenAlexW2118235063MaRDI QIDQ2914948
Publication date: 21 September 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00739.x
copulamultiplier central limit theoremKendall's processasymptotic local powerextreme-value dependence
Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)
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Cites Work
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- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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- On the multivariate probability integral transformation
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