The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948): Difference between revisions

Latest revision as of 16:22, 28 August 2024

scientific article; zbMATH DE number 7823269

Language	Label	Description	Also known as
English	The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests	scientific article; zbMATH DE number 7823269

Statements

instance of

scholarly article

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title

The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (English)

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author

Jean-François Quessy

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Samuel Lemaire-Paquette

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published in

Journal of Multivariate Analysis

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publication date

25 March 2024

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zbMATH Keywords

copula

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non-parametric tests

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probability integral transformation

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semi-parametric inference

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warp-speed bootstrap

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weak convergence

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MaRDI profile type

MaRDI publication profile

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cites work

The central limit theorem for weighted empirical processes indexed by sets

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On Kendall's process

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Q4269108

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Q5842591

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Limit behaviour of the empirical characteristic function

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The meta-elliptical distributions with given marginals

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Goodness-of-fit tests for copulas

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The empirical characteristic function and its applications

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Inference in multivariate Archimedean copula models

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Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation

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Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence

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Tests of independence and randomness based on the empirical copula process

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Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

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Goodness-of-fit tests for copulas: A review and a power study

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Statistical Inference Procedures for Bivariate Archimedean Copulas

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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

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Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence

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Fast large-sample goodness-of-fit tests for copulas

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Multivariate generalized Laplace distribution and related random fields

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Q4686943

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The probability weighted characteristic function and goodness-of-fit testing

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An introduction to copulas.

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On the family of multivariate chi-square copulas

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Q3281461

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Measuring and testing dependence by correlation of distances

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Empirical processes indexed by estimated functions

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Identifiers

DOI

10.1016/j.jmva.2023.105272

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6200948

@@ Property / cites work @@
+The central limit theorem for weighted empirical processes indexed by sets
+Normal rank
@@ Property / cites work @@
+On Kendall's process
@@ Property / cites work: On Kendall's process / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5842591
@@ Property / cites work: Q5842591 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit behaviour of the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+The meta-elliptical distributions with given marginals
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas
@@ Property / cites work: Goodness-of-fit tests for copulas / rank @@
+Normal rank
@@ Property / cites work @@
+The empirical characteristic function and its applications
+Normal rank
@@ Property / cites work @@
+Inference in multivariate Archimedean copula models
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
+Normal rank
@@ Property / cites work @@
+Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
+Normal rank
@@ Property / cites work @@
+Tests of independence and randomness based on the empirical copula process
+Normal rank
@@ Property / cites work @@
+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas: A review and a power study
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
+Normal rank
@@ Property / cites work @@
+Generalizing Distance Covariance to Measure and Test Multivariate Mutual   Dependence
+Normal rank
@@ Property / cites work @@
+Fast large-sample goodness-of-fit tests for copulas
+Normal rank
@@ Property / cites work @@
+Multivariate generalized Laplace distribution and related random fields
+Normal rank
@@ Property / cites work @@
+Q4686943
@@ Property / cites work: Q4686943 / rank @@
+Normal rank
@@ Property / cites work @@
+The probability weighted characteristic function and goodness-of-fit testing
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+On the family of multivariate chi-square copulas
@@ Property / cites work: On the family of multivariate chi-square copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring and testing dependence by correlation of distances
+Normal rank
@@ Property / cites work @@
+Empirical processes indexed by estimated functions
+Normal rank