In this paper, we propose a test for the multivariate regular variation model. The test is based on testing whether the extreme value indices of the radial component conditional on the angular component falling in different subsets are the same. Combining the test on the constancy across...

Consider n i.i.d. random vectors on R2, with unknown, common distribution function F. Under a sharpening of the extreme value condition on F, we derive a weighted approximation of the corresponding tail copula process. Then we construct a test to check whether the extreme value condition holds...

In this paper, aligned rank statistics are considered for testing hypotheses regarding the location in repeated measurement designs, where the design matrix for each set of measurements is orthonormal. Such a design may, for instance, be used when testing for linearity in a partially linear...