Large-sample tests of extreme-value dependence for multivariate copulas

Canadian Journal of Statistics

Volumn 39, Issue 4, 2011, Pages 703-720

  Kojadinovic, Ivan ^a   Segers, Johan ^b   Yan, Jun ^c  

^a UNIVERSITÉ DE PAU ET DES PAYS DE L'ADOUR   (France)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^c UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Max stability; Multiplier central limit theorem; Pseudo observations; Ranks

Indexed keywords

EID: 81355147640     PISSN: 03195724     EISSN: 1708945X     Source Type: Journal    
DOI: 10.1002/cjs.10110     Document Type: Article

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