Testing for Bivariate Extreme Dependence Using Kendall's Process

Scandinavian Journal of Statistics

Volumn 39, Issue 3, 2012, Pages 497-514

  Quessy, Jean François ^a  

^a UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

Author keywords

Asymptotic local power; Copula; Extreme value dependence; Kendall's process; Multiplier central limit theorem

Indexed keywords

EID: 84857644077     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2011.00739.x     Document Type: Article

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