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

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+Nonparametric tests for tail monotonicity
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+New estimators of the Pickands dependence function and a test for extreme-value dependence
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+A test for Archimedeanity in bivariate copula models
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+Invariant dependence structure under univariate truncation
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+Invariant dependence structures and Archimedean copulas
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+An Overview of the Goodness-of-Fit Test Problem for Copulas
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+Goodness-of-fit tests for copulas: A review and a power study
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+A goodness-of-fit test for bivariate extreme-value copulas
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+Testing tail monotonicity by constrained copula estimation
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+Positive quadrant dependence tests for copulas
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+Invariant dependence structure under univariate truncation: the high-dimensional case
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+The Limiting Properties of Copulas Under Univariate Conditioning
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+Large-sample tests of extreme-value dependence for multivariate copulas
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