Pages that link to "Item:Q1020127"

The following pages link to A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127):

Displaying 24 items.

• A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
• Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
• Top-down approaches for integrated risk management: how accurate are they? (Q1046070) (← links)
• De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
• Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions (Q1986393) (← links)
• pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• Representative points for distribution recovering (Q2112258) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• Crisis and risk dependencies (Q2253371) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (Q2323556) (← links)
• Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
• Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
• On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• (Q3183816) (← links)
• Time-varying copula models for financial time series (Q5197403) (← links)
• STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345) (← links)