Nonparametric rank-based tests of bivariate extreme-value dependence
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Cited by:
- Kojadinovic, Ivan, 2017. "Some copula inference procedures adapted to the presence of ties," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 24-41.
- Yeting Du & Johanna Nešlehová, 2013. "A moment-based test for extreme-value dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 673-695, July.
- Jean-François Quessy, 2021. "On nonparametric tests of multivariate meta-ellipticity," Statistical Papers, Springer, vol. 62(5), pages 2283-2310, October.
- repec:ipg:wpaper:2014-412 is not listed on IDEAS
- Gudendorf, Gordon & Segers, Johan, 2011. "Nonparametric estimation of multivariate extreme-value copulas," LIDAM Discussion Papers ISBA 2011018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
Contiguity Extreme-value copulas Local power comparisons Multiplier central limit theorem Pseudo-observations Ranks;Statistics
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