Positive quadrant dependence tests for copulas (Q3086514): Difference between revisions

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+https://doi.org/10.1002/cjs.10088
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+W2120626287
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+Q61719259
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@@ Property / cites work @@
+A Test of Goodness of Fit
@@ Property / cites work: A Test of Goodness of Fit / rank @@
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+Nonparametric estimation of copula functions for dependence modelling
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+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Estimating the density of a copula function
@@ Property / cites work: Estimating the density of a copula function / rank @@
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+Detecting positive quadrant dependence and positive function dependence
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+Foundations of Modern Probability
@@ Property / cites work: Foundations of Modern Probability / rank @@
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+Competitors of the Kendall-tau test for testing independence against positive quadrant dependence
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+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
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+Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
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+A kolmogorov-smirnov type test for positive quadrant dependence
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+Weak convergence and empirical processes. With applications to statistics
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