2010•Journal of Multivariate AnalysisOpen access

Nonparametric rank-based tests of bivariate extreme-value dependence

Ivan Kojadinovic, Jun Yan

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Key concepts: Mathematics, Bivariate analysis, Copula (linguistics), Estimator, Nonparametric statistics, Statistics, Extreme value theory, Monte Carlo method

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Nonparametric rank-based tests of bivariate extreme-value dependence — Research Paper | ScholarLens