Testing asymptotic independence in bivariate extremes
type: Item
instance of: scholarly article
title: Testing asymptotic independence in bivariate extremes
zbMATH Open document ID: 1156.62332
author: Deyuan Li
author: J. Hüsler
published in: Journal of Statistical Planning and Inference
publication date: 2009-03-20T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5530762
zbMATH Keywords: extremes
zbMATH Keywords: bivariate random vectors
zbMATH Keywords: asymptotic independence
zbMATH Keywords: testing
zbMATH Keywords: extreme value distributions
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.06.003
OpenAlex ID: W2155793103
cites work: Q5288953
cites work: Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
cites work: Testing extreme value conditions
cites work: Bivariate tail estimation: dependence in asymptotic independence
cites work: Best attainable rates of convergence for estimators of the stable tail dependence function
cites work: Approximations to the tail empirical distribution function with application to testing extreme value conditions
cites work: Poisson and Gaussian approximation of weighted local empirical processes
cites work: Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
cites work: On testing extreme value conditions
cites work: Statistics for near independence in multivariate extreme values
cites work: Q4363950
cites work: Concomitant tail behaviour for extremes
cites work: Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
DOI: 10.1016/J.JSPI.2008.06.003
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description: scientific article; zbMATH DE number 5530762