Testing for Bivariate Extreme Dependence Using Kendall's Process
Version of Record online: 27 JUN 2011
© 2011 Board of the Foundation of the Scandinavian Journal of Statistics
Scandinavian Journal of Statistics
Volume 39, Issue 3, pages 497–514, September 2012
How to Cite
QUESSY, J.-F. (2012), Testing for Bivariate Extreme Dependence Using Kendall's Process. Scandinavian Journal of Statistics, 39: 497–514. doi: 10.1111/j.1467-9469.2011.00739.x
- Issue online: 22 AUG 2012
- Version of Record online: 27 JUN 2011
- Received April 2010, in final form February 2011
Explicit expressions for Sn, Tn, and their multiplier versions.
Proofs of propositions 1, 2, 3, corollary 1 and lemma 1.
|SJOS_739_sm_ExplicitandPropositions.pdf||70K||Supporting info item|
Please note: Wiley Blackwell is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.