Regular score tests of independence in multivariate extreme values

Extremes

Volumn 8, Issue 1-2, 2005, Pages 5-26

  Ramos, Alexandra ^a   Ledford, Anthony ^b  

^a UNIVERSITY OF PORTO   (Portugal)

^b Man Investments   (United Kingdom)

Author keywords

Independence testing; Multivariate extreme value distribution; Non regular likelihood inference

Indexed keywords

EID: 30444455765     PISSN: 13861999     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10687-005-4857-4     Document Type: Article

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