A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
DOI10.1016/j.jspi.2011.12.031zbMath1242.62034OpenAlexW2077081480MaRDI QIDQ434563
Svetlana Litvinova, Mervyn J. Silvapullé
Publication date: 16 July 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.031
score testminimum distance\(L^{2}\) distanceCramér-von Mises criterionnon-regularnonstandard inference
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)
Uses Software
Cites Work
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