Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition

J.H.J. Einmahl, L.F.M. de Haan, D. Li

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@article{18b65ac3ba794bffad532b2f1833eb1a,

title = "Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition",

author = "J.H.J. Einmahl and {de Haan}, L.F.M. and D. Li",

note = "DP 2004-71",

year = "2006",

language = "English",

volume = "34",

pages = "1987--2014",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "4",

}