95 citations · 252 across the 11 of their papers we have counts for
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stat.ME2011
Large-sample tests of extreme-value dependence for multivariate copulas
Ivan Kojadinovic, Johan Segers, Jun Yan
Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key…
math.ST2011★ 95 cited
A goodness-of-fit test for bivariate extreme-value copulas
Christian Genest, Ivan Kojadinovic, Johanna Nešlehová +1
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by…