The lower tail dependence λL is a measure that characterizes the tendency of extreme co-movements in the lower tails of a bivariate distribution. It is invariant with respect to strictly increasing transformations of the marginal distribution and is therefore a function of the copula of the...

Power of modifications of the Kolmogorov, Cramer-von Mises, Watson and Anderson-Darling tests for testing uniformity when limits are unknown is compared. Power is computed by Monte Carlo simulation within one-parameter families of alternative distributions containing the uniform distribution as...