{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2013:FXNJL52XANTX5OOIC2MMETX24U","short_pith_number":"pith:FXNJL52X","schema_version":"1.0","canonical_sha256":"2dda95f75703677eb9c81698c24efae53921b563fe8abb8ba6da4be6b67ac7e2","source":{"kind":"arxiv","id":"1309.1412","version":1},"attestation_state":"computed","paper":{"title":"Testing for a {\\delta}-neighborhood of a generalized Pareto copula","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.AP","stat.TH"],"primary_cat":"math.ST","authors_text":"Michael Falk, Stefan Aulbach","submitted_at":"2013-09-05T17:29:33Z","abstract_excerpt":"A multivariate distribution function F is in the max-domain of attraction of an extreme value distribution if and only if this is true for the copula corresponding to F and its univariate margins. Aulbach et al. (2012a) have shown that a copula satisfies the extreme value condition if and only if the copula is tail equivalent to a generalized Pareto copula (GPC). In this paper we propose a chi-square goodness-of-fit test in arbitrary dimension for testing whether a copula is in a certain neighborhood of a GPC. The test can be applied to stochastic processes as well to check whether the corresp"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1309.1412","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2013-09-05T17:29:33Z","cross_cats_sorted":["stat.AP","stat.TH"],"title_canon_sha256":"e4e42fb42d1ed1f988e8606e561e190c3453cfec97807a62d175ded9f8308982","abstract_canon_sha256":"057409008021e9b1d6cfbf145d71bf3738e2a94004d0668ebf571453c64f2754"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:14:07.368003Z","signature_b64":"pWCgY/yHEO1y+BqZ+mH5Kv+a7LiYuL35Ar8dHe28+rgk8koen31nVCEwIvWTcWnJ1AQmxrS6sl6GkoZ6UN7UCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"2dda95f75703677eb9c81698c24efae53921b563fe8abb8ba6da4be6b67ac7e2","last_reissued_at":"2026-05-18T03:14:07.367417Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:14:07.367417Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Testing for a {\\delta}-neighborhood of a generalized Pareto copula","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.AP","stat.TH"],"primary_cat":"math.ST","authors_text":"Michael Falk, Stefan Aulbach","submitted_at":"2013-09-05T17:29:33Z","abstract_excerpt":"A multivariate distribution function F is in the max-domain of attraction of an extreme value distribution if and only if this is true for the copula corresponding to F and its univariate margins. Aulbach et al. (2012a) have shown that a copula satisfies the extreme value condition if and only if the copula is tail equivalent to a generalized Pareto copula (GPC). In this paper we propose a chi-square goodness-of-fit test in arbitrary dimension for testing whether a copula is in a certain neighborhood of a GPC. The test can be applied to stochastic processes as well to check whether the corresp"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1309.1412","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1309.1412","created_at":"2026-05-18T03:14:07.367527+00:00"},{"alias_kind":"arxiv_version","alias_value":"1309.1412v1","created_at":"2026-05-18T03:14:07.367527+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1309.1412","created_at":"2026-05-18T03:14:07.367527+00:00"},{"alias_kind":"pith_short_12","alias_value":"FXNJL52XANTX","created_at":"2026-05-18T12:27:45.050594+00:00"},{"alias_kind":"pith_short_16","alias_value":"FXNJL52XANTX5OOI","created_at":"2026-05-18T12:27:45.050594+00:00"},{"alias_kind":"pith_short_8","alias_value":"FXNJL52X","created_at":"2026-05-18T12:27:45.050594+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U","json":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U.json","graph_json":"https://pith.science/api/pith-number/FXNJL52XANTX5OOIC2MMETX24U/graph.json","events_json":"https://pith.science/api/pith-number/FXNJL52XANTX5OOIC2MMETX24U/events.json","paper":"https://pith.science/paper/FXNJL52X"},"agent_actions":{"view_html":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U","download_json":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U.json","view_paper":"https://pith.science/paper/FXNJL52X","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1309.1412&json=true","fetch_graph":"https://pith.science/api/pith-number/FXNJL52XANTX5OOIC2MMETX24U/graph.json","fetch_events":"https://pith.science/api/pith-number/FXNJL52XANTX5OOIC2MMETX24U/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U/action/timestamp_anchor","attest_storage":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U/action/storage_attestation","attest_author":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U/action/author_attestation","sign_citation":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U/action/citation_signature","submit_replication":"https://pith.science/pith/FXNJL52XANTX5OOIC2MMETX24U/action/replication_record"}},"created_at":"2026-05-18T03:14:07.367527+00:00","updated_at":"2026-05-18T03:14:07.367527+00:00"}