Asymptotically distribution-free goodness-of-fit testing for tail copulas

Sami Umut Can, John H. J. Einmahl, Estate V. Khmaladze +1

Let $(X_1,Y_1),\dots ,(X_n,Y_n)$ be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptot…