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Testing for lower tail dependence in extreme value models |
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| Authors: | M Bolbolian Ghalibaf |
| Institution: | Department of Statistics, Faculty of Mathematics and Computer Science, Hakim Sabzevari University, Sabzevar, Iran |
| Abstract: | |
| Keywords: | Extreme value model lower tail dependence copula function Cramer–von Mises test Anderson–Darling test Kolmogorov–Smirnov test chi-square goodness-of-fit test Fisher's κ test |