Non-parametric weighted tests for independence based on empirical copula process (Q5222316): Difference between revisions

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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+An introduction to copulas.
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+A Non-Parametric Test of Independence
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+Tests of independence and randomness based on the empirical copula process
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+Local efficiency of a Cramér\,-\,von Mises test of independence
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+Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
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+Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
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+Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
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+Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
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+Weighted Multivariate Tests of Independence
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+Semiparametric estimation in copula models
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Weighted multivariate Cramér-von Mises-type statistics
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+Publication:5222316