Pages that link to "Item:Q1000568"

The following pages link to Testing for equality between two copulas (Q1000568):

Displaying 50 items.

• K-Sample Test for Equality of Copulas (Q89269) (← links)
• Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• On tests of radial symmetry for bivariate copulas (Q465637) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Rank correlation under categorical confounding (Q1690084) (← links)
• About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment (Q2028809) (← links)
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• A stochastic order for interval valued random mappings and applications (Q2109544) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
• Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
• Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)