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Volumn 10, Issue 3, 2007, Pages 109-128

Testing the tail-dependence based on the radial component

(3) Frick, Melanie a Kaufmann, Edgar a Reiss, Rolf Dieter a

Author keywords

Bivariate extreme value dfs; Bivariate generalized Pareto dfs; Pickands dependence function; Tail independence; Uniformly most powerful Neyman Pearson tests; Wave and surge data

Indexed keywords

EID: 36549000347 PISSN: 13861999 EISSN: 1572915X Source Type: Journal
DOI: 10.1007/s10687-007-0037-z Document Type: Article

Times cited : (7)

References (13)

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