Kampen, Maarten vanKrämer, Walter2009-10-292009-10-292009-07http://hdl.handle.net/2003/2647910.17877/DE290R-816We propose a new test against a change in the probability of multivariate tail events. The test is based on partial sums of a suitably defined indicator function and detects abrupt changes in joint tail probabilities better than a previously suggested competitor.enDiscussion Paper / SFB 823; 4/2009joint extremesstructural change310330620report