Testing asymptotic independence in bivariate extremes

Journal of Statistical Planning and Inference

Volumn 139, Issue 3, 2009, Pages 990-998

  Hüsler, Jürg ^a   Li, Deyuan ^a,b  

^a UNIVERSITY OF BERN   (Switzerland)

^b FUDAN UNIVERSITY   (China)

Author keywords

Asymptotic independence; Bivariate random vectors; Extreme value distributions; Extremes; Testing

Indexed keywords

EID: 56949105285     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.06.003     Document Type: Article

References (14)

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