Bücher, AxelKinsvater, PaulKojadinovic, Ivan2015-04-292015-04-292015http://hdl.handle.net/2003/3407210.17877/DE290R-7306In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive to such changes. The resulting procedure is also extended to allow the detection of changes in the extreme-value dependence under the presence of known breaks in the marginal distributions. Simulations are carried out to study the finite-sample behavior of both versions of the proposed test. Illustrations on hydrological data sets conclude the work.enDiscussion Paper / SFB 823;12/2015copulasequential empirical processesresamplingPickands dependence functionmultivariate block maximahydrological applications310330620working paper