Dependence Measures for Extreme Value Analyses
โ Scribed by Stuart Coles; Janet Heffernan; Jonathan Tawn
- Book ID
- 110284005
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 278 KB
- Volume
- 2
- Category
- Article
- ISSN
- 1386-1999
No coin nor oath required. For personal study only.
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## Abstract Ghoudi, Khoudraji & Rivest [__The Canadian Journal of Statistics__ 1998;26:187โ197] showed how to test whether the dependence structure of a pair of continuous random variables is characterized by an extremeโvalue copula. The test is based on a __U__โstatistic whose finiteโ and largeโsa
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