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

Research output: Contribution to journalArticleScientificpeer-review

262 Downloads (Pure)
Original languageEnglish
Pages (from-to)1987-2014
JournalThe Annals of Statistics
Volume34
Issue number4
Publication statusPublished - 2006

Cite this

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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 = "The Annals of Statistics",
issn = "0090-5364",
publisher = "Institute of Mathematical Statistics",
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Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition. / Einmahl, J.H.J.; de Haan, L.F.M.; Li, D.

In: The Annals of Statistics, Vol. 34, No. 4, 2006, p. 1987-2014.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition

AU - Einmahl, J.H.J.

AU - de Haan, L.F.M.

AU - Li, D.

N1 - DP 2004-71

PY - 2006

Y1 - 2006

M3 - Article

VL - 34

SP - 1987

EP - 2014

JO - The Annals of Statistics

JF - The Annals of Statistics

SN - 0090-5364

IS - 4

ER -