Testing for equality between conditional copulas given discretized conditioning events (Q110517): Difference between revisions

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+January 2024Timestamp +2024-01-22T00:00:00Z
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@@ Property / publication date: 22 January 2024 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+-XX
@@ Property / Mathematics Subject Classification ID: 62-XX / rank @@
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@@ Property / author @@
+Alexis Derumigny
@@ Property / author: Alexis Derumigny / rank @@
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@@ Property / author @@
+Jean-David Fermanian
@@ Property / author: Jean-David Fermanian / rank @@
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@@ Property / author @@
+Aleksey Min
@@ Property / author: Aleksey Min / rank @@
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@@ Property / DOI @@
+.1002/cjs.11742
@@ Property / DOI: 10.1002/cjs.11742 / rank @@
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@@ Property / title @@
+Testing for equality between conditional copulas given discretized conditioning events (English)
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+Canadian Journal of Statistics
@@ Property / published in: Canadian Journal of Statistics / rank @@
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@@ Property / full work available at URL @@
+https://arxiv.org/abs/2008.09498
@@ Property / full work available at URL: https://arxiv.org/abs/2008.09498 / rank @@
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@@ Property / zbMATH DE Number @@
+7792225
@@ Property / zbMATH DE Number: 7792225 / rank @@
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@@ Property / zbMATH Keywords @@
+conditional copula
@@ Property / zbMATH Keywords: conditional copula / rank @@
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@@ Property / zbMATH Keywords @@
+conditional Kendall's tau
@@ Property / zbMATH Keywords: conditional Kendall's tau / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+decision tree
@@ Property / zbMATH Keywords: decision tree / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+simplifying assumption
@@ Property / zbMATH Keywords: simplifying assumption / rank @@
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@@ Property / OpenAlex ID @@
+W4309196677
@@ Property / OpenAlex ID: W4309196677 / rank @@
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@@ Property / cites work @@
+Statistical testing of covariate effects in conditional copula models
+Normal rank
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+\(K\)-sample problem using strong approximations of empirical copula processes
+Normal rank
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+Detecting breaks in the dependence of multivariate extreme-value distributions
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+Analyzing dependent data with vine copulas. A practical guide with R
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+About tests of the ``simplifying'' assumption for conditional copulas
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+A classification point-of-view about conditional Kendall's tau
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+On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
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+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+Time-dependent copulas
@@ Property / cites work: Time-dependent copulas / rank @@
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+The elements of statistical learning. Data mining, inference, and prediction
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+On testing equality of pairwise rank correlations in a multivariate random vector
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+ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
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+Score tests for covariate effects in conditional copulas
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+ON THE METHOD OF PAIRED COMPARISONS
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+Testing the simplifying assumption in high-dimensional vine copulas
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+A general framework for testing homogeneity hypotheses about copulas
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+Testing for equality between two copulas
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+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+Multivariate extensions of Spearman's rho and related statistics
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+Weak convergence and empirical processes. With applications to statistics
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@@ links / mardi / name / links / mardi / name @@
+Publication:110517