Testing exchangeability of copulas in arbitrary dimension (Q5266553): Difference between revisions

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+Weak convergence of the empirical copula process with respect to weighted metrics
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+A note on bootstrap approximations for the empirical copula process
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+A test for Archimedeanity in bivariate copula models
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+An asymptotic decomposition for multivariate distribution-free tests of independence
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+Q5624436
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+Normal rank
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+Weak convergence of empirical copula processes
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+Normal rank
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Tests of symmetry for bivariate copulas
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+Normal rank
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+Maximal non-exchangeability in dimension \(d\)
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+Normal rank
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+Q5719499
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+Normal rank
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+On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
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+An interplay of multidimensional variations in Fourier analysis
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+An introduction to copulas.
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+Testing for equality between two copulas
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+Normal rank
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+Bootstrap and randomization tests of some nonparametric hypotheses
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+Asymptotic distributions of multivariate rank order statistics
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Semiparametric estimation in copula models
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+Normal rank
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+Erratum to “Semiparametric estimation in copula models”
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