Goodness-of-fit tests for copulas (Q558063): Difference between revisions

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-Jean-David Fermanian
@@ Property / author: Jean-David Fermanian / rank @@
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+Jean-David Fermanian
@@ Property / author: Jean-David Fermanian / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / zbMATH DE Number @@
+2184187
@@ Property / zbMATH DE Number: 2184187 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Copulas
@@ Property / zbMATH Keywords: Copulas / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+GOF tests
@@ Property / zbMATH Keywords: GOF tests / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kernel
@@ Property / zbMATH Keywords: Kernel / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Basket derivatives
@@ Property / zbMATH Keywords: Basket derivatives / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2019162516
@@ Property / OpenAlex ID: W2019162516 / rank @@
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@@ Property / cites work @@
+A Semiparametric Maximum Likelihood Estimator
@@ Property / cites work: A Semiparametric Maximum Likelihood Estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation When a Parameter is on a Boundary
@@ Property / cites work: Estimation When a Parameter is on a Boundary / rank @@
+Normal rank
@@ Property / cites work @@
+On some global measures of the deviations of density function estimates
+Normal rank
@@ Property / cites work @@
+Dependence structures for multivariate high-frequency data in finance
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@@ Property / cites work @@
+Estimation of copula-based semiparametric time series models
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@@ Property / cites work @@
+Q3855979
@@ Property / cites work: Q3855979 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3935293
@@ Property / cites work: Q3935293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3936024
@@ Property / cites work: Q3936024 / rank @@
+Normal rank
@@ Property / cites work @@
+On goodness-of-fit tests for weakly dependent processes using kernel method
+Normal rank
@@ Property / cites work @@
+A test for goodness-of-fit based on an empirical probability measure
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Local power properties of kernel based goodness of fit tests
+Normal rank
@@ Property / cites work @@
+Central limit theorem for integrated square error of multivariate nonparametric density estimators
+Normal rank
@@ Property / cites work @@
+Linearity testing using local polynomial approximation
+Normal rank
@@ Property / cites work @@
+Comparing nonparametric versus parametric regression fits
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@@ Property / cites work @@
+A multivariate Kolmogorov-Smirnov test of goodness of fit
+Normal rank
@@ Property / cites work @@
+Martingale Approach in the Theory of Goodness-of-Fit Tests
+Normal rank
@@ Property / cites work @@
+An innovation approach to goodness-of-fit tests in \(R^ m\)
+Normal rank
@@ Property / cites work @@
+Goodness of fit problem and scanning innovation martingales
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@@ Property / cites work @@
+General chi-square goodness-of-fit tests with data-dependent cells
+Normal rank
@@ Property / cites work @@
+Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+A quadratic measure of deviation of two-dimensional density estimates and a test of independence
+Normal rank
@@ Property / cites work @@
+Q3860664
@@ Property / cites work: Q3860664 / rank @@
+Normal rank
@@ Property / cites work @@
+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+A consistent test of functional form via nonparametric estimation techniques
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:558063