A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580): Difference between revisions

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+A test of independence in some copula models
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+Normal rank
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+Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
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+Weak convergence of empirical copula processes
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+Order Statistics of Samples from Multivariate Distributions
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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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+Multivariate survival distributions
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+Empirical likelihood and general estimating equations
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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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+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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+Semiparametric estimation in copula models
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+On assessing the association for bivariate current status data
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