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Research literature, 1 records found
Research literature 1 records found  
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31 p, 240.4 KB Testing extreme value copulas to estimate the quantile / Bahraou, Zuhair ; Bolancé, Catalina ; Pérez-Marín, Ana M.. ; Xarxa de Referència en Economia Aplicada (XREAP)
Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2013 (XREAP ; 2013-09)  

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