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

JHJ Einmahl, Laurens de Haan, D (Deyuan) Li

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@article{b6232b60e74443b18d81178fcdb31016,

title = "Weighted Approximations of Tail Copula Processes with Application to Testing Multivariate Extreme Value Condition",

author = "JHJ Einmahl and {de Haan}, Laurens and Li, {D (Deyuan)}",

year = "2006",

doi = "10.1214/009053606000000434",

language = "Undefined/Unknown",

volume = "34",

pages = "1987--2014",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

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TY - JOUR

T1 - Weighted Approximations of Tail Copula Processes with Application to Testing Multivariate Extreme Value Condition

AU - Einmahl, JHJ

AU - de Haan, Laurens

AU - Li, D (Deyuan)

PY - 2006

Y1 - 2006

U2 - 10.1214/009053606000000434

DO - 10.1214/009053606000000434

M3 - Article

VL - 34

SP - 1987

EP - 2014

JO - Annals of Statistics

JF - Annals of Statistics

SN - 0090-5364

ER -