Positive quadrant dependence testing and constrained copula estimation (Q2852552): Difference between revisions

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@@ Property / describes a project that uses @@
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@@ Property / describes a project that uses: copula / rank @@
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+https://doi.org/10.1002/cjs.11146
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+W2133600798
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+Improving point and interval estimators of monotone functions by rearrangement
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+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
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+A simple nonparametric estimator of a strictly monotone regression function
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+Non-Crossing Non-Parametric Estimates of Quantile Curves
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+Q3125064
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+Weak convergence of empirical copula processes
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+Projection estimators of Pickands dependence functions
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+Estimation de densités unimodales
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+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
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+Frank's family of bivariate distributions
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Goodness-of-fit tests for copulas: A review and a power study
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+Estimating the density of a copula function
@@ Property / cites work: Estimating the density of a copula function / rank @@
+Normal rank
@@ Property / cites work @@
+Positive quadrant dependence tests for copulas
@@ Property / cites work: Positive quadrant dependence tests for copulas / rank @@
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@@ Property / cites work @@
+Detecting positive quadrant dependence and positive function dependence
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+A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
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+Some Concepts of Dependence
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+An introduction to copulas.
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+A kolmogorov-smirnov type test for positive quadrant dependence
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Publication:2852552