A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions

Author:

Litvinova Svetlana,Silvapulle Mervyn J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference25 articles.

1. Minimum distance estimators for location and goodness of fit;Boos;Journal of the American Statistical Association,1981

2. Generalized Cramér–von Mises goodness-of-fit tests for multivariate distributions;Chiu;Computational Statistics & Data Analysis,2009

3. An Introduction to Statistical Modeling of Extreme Values;Coles,2001

4. Stochastic Limit Theory. An Introduction for Econometricians;Davidson,1994

5. An asymptotic decomposition for multivariate distribution-free tests of independence;Deheuvels;Journal of Multivariate Analysis,1981

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