On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/cjs.10034/fullpdf
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1. Non-parametric estimators of multivariate extreme dependence functions;Abdous;Journal of Nonparametric Statistics,2005
2. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution;Azzalini;Journal of the Royal Statistical Society Series B,2003
3. On Kendall's process;Barbe;Journal of Multivariate Analysis,1996
4. Generalized BurrâPareto-logistic distributions with applications to a uranium exploration data set;Cook;Technometrics,1986
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