The paper proves weak convergence of a bivariate sequential tail empirical process and its bootstrap, and uses it to derive asymptotically valid tests for equal extreme value indices, equal scedasis functions, and constant tail copulas.
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Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
The paper proves weak convergence of a bivariate sequential tail empirical process and its bootstrap, and uses it to derive asymptotically valid tests for equal extreme value indices, equal scedasis functions, and constant tail copulas.