A Test for Truncation Invariant Dependence (Q5348622): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/978-3-319-42972-4_22 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2484598038 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric tests for tail monotonicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: New estimators of the Pickands dependence function and a test for extreme-value dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for Archimedeanity in bivariate copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant dependence structure under univariate truncation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant dependence structures and Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Overview of the Goodness-of-Fit Test Problem for Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests for copulas: A review and a power study / rank
 
Normal rank
Property / cites work
 
Property / cites work: A goodness-of-fit test for bivariate extreme-value copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing tail monotonicity by constrained copula estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Positive quadrant dependence tests for copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant dependence structure under univariate truncation: the high-dimensional case / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Limiting Properties of Copulas Under Univariate Conditioning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample tests of extreme-value dependence for multivariate copulas / rank
 
Normal rank

Latest revision as of 07:32, 14 July 2024

scientific article; zbMATH DE number 6762302
Language Label Description Also known as
English
A Test for Truncation Invariant Dependence
scientific article; zbMATH DE number 6762302

    Statements

    A Test for Truncation Invariant Dependence (English)
    0 references
    0 references
    0 references
    0 references
    18 August 2017
    0 references
    0 references
    truncation invariant dependence
    0 references
    random sample
    0 references
    copula
    0 references
    asymptotic variance
    0 references
    simulation study
    0 references
    0 references