Extreme values and tests for randomness
โ Scribed by E. Grycko
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 239 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We consider the multivariate Farlie Gumbel Morgenstern class of distributions and discuss their properties with respect to the extreme values. This class was used to consider dependence in multivariate distributions and their ordering. We show that the extreme values of these distributions behave as
## 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