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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.
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DP 2004-71
Date
2006
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Tilburg University Research Output Collection
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einmahlweighted.pdf
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Einmahl, J H J, de Haan, L F M & Li, D 2006, 'Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition', Annals of Statistics, vol. 34, no. 4, pp. 1987-2014.
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https://hdl.handle.net/20.500.14602/44094
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