evTestK

Version 1.0.0.0 (11.1 KB) by M Bateni
equivalent to 'evTestK' in copula package of R
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Updated 8 Jul 2016

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Test of extreme-value dependence based on the bivariate probability integral transformation of copula. The
test statistic is defined in Ben Ghorbal, G. Nešlehová, and Genest (2009).
it also uses outer.m : a generalized outer function by Carl Witthoft

Cite As

M Bateni (2026). evTestK (https://in.mathworks.com/matlabcentral/fileexchange/58131-evtestk), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Probability Distributions and Hypothesis Tests in Help Center and MATLAB Answers
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Acknowledgements

Inspired by: outer.m : a generalized outer function

evTestK/

Version Published Release Notes
1.0.0.0