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We consider extreme value analysis in a semi-supervised setting, where we observe, next to the n data on the target variable, n +m data on one or more covariates. This is called the semi-supervised model with n labeled and m unlabeled data. By exploiting the tail dependence between the target...
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An omnibus test for spherical symmetry in R2 is proposed, employing localized empirical likelihood. The thus obtained test statistic is distribution-free under the null hypothesis. The asymptotic null distribution is established and critical values for typical sample sizes, as well as the...
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