✦ LIBER ✦

Testing for Tail Independence in Extreme Value models

✍ Scribed by Michael Falk; René Michel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On testing for independence against righ

✍ Emad-Eldin A. A. Aly; Subhash C. Kochar 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 447 KB

Asymptotic test for independence of extr

✍ C. C. Y. Dorea; E. S. Miasaki 📂 Article 📅 1993 🏛 Akadmiai Kiad 🌐 English ⚖ 186 KB

Testing the tail index in autoregressive

✍ Jana Jurečková; Hira L. Koul; Jan Picek 📂 Article 📅 2007 🏛 Springer Japan 🌐 English ⚖ 340 KB

Extreme values and tests for randomness

✍ E. Grycko 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 239 KB

Heavy-traffic extreme value limits for E

✍ Guodong Pang; Ward Whitt 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 470 KB

GARCH dependence in extreme value models

✍ Xin Zhao; Carl John Scarrott; Les Oxley; Marco Reale 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 469 KB