On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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Date
2009-12Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
The Canadian Journal of StatisticsVolume
Pages / Article No.
Publisher
WileySubject
Copula; Extreme-value; Jackknife; Kendall's tau; Probability integral transformation; Ranks; U-statisticOrganisational unit
02204 - RiskLab / RiskLab
Notes
Received 18 July 2008, Accepted 27 May 2009, Article first published online 7 August 2009.More
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ETH Bibliography
yes
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