A test of independence in some copula models (Q1019534): Difference between revisions

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+Salim Bouzebda
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+Amor Keziou
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+MaRDI publication profile
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+Minimization of φ-divergences on sets of signed measures
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+Q3855979
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+Q4179588
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+Q3903872
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+Q3935293
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+Weak convergence of empirical copula processes
@@ Property / cites work: Weak convergence of empirical copula processes / rank @@
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+Order Statistics of Samples from Multivariate Distributions
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+Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
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+Locally most powerful rank tests of independence for copula models
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+Q5386477
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Bivariate Exponential Distributions
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+Maxima of normal random vectors: Between independence and complete dependence
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+Parametric families of multivariate distributions with given margins
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+Test of homogeneity in semiparametric two-sample density ratio models
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+On empirical likelihood for semiparametric two-sample density ratio models
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+One-parameter families of bivariate distributions with fixed marginals
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+Uniform representations of bivariate distributions
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+Asymptotic Efficiency of Nonparametric Tests
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+Multivariate survival distributions
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+Asymptotic distributions of multivariate rank order statistics
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+Asymptotic Normality of Nonparametric Tests for Independence
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Q3281461
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+Semiparametric estimation in copula models
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+On assessing the association for bivariate current status data
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