Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition

Keyphrases

• Limiting Distribution 100%
• Multivariate Extreme Value Theory 100%
• Weighted Approximation 100%
• Copula Process 100%
• Tail Copula 100%
• Extreme Value Distribution 66%
• Parameter Estimation 33%
• Simulation Study 33%
• Test Statistic 33%
• Distribution Function 33%
• Finite Sample Properties 33%
• Testing Procedures 33%
• Functional Parameters 33%
• Spectral Measure 33%
• Random Vector 33%
• Real Data Applications 33%

Mathematics

• Limiting Distribution 100%
• Copula 100%
• Extreme Value 100%
• Extreme Value Distribution 66%
• Simulation Study 33%
• Test Statistic 33%
• Estimated Parameter 33%
• Common Distribution Function 33%
• Building Block 33%
• Real Data 33%
• Testing Procedure 33%
• Random Vector 33%