Pages that link to "Item:Q127473"
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The following pages link to Goodness-of-fit tests for copulas: A review and a power study (Q127473):
Displaying 50 items.
- gofCopula (Q27343) (← links)
- K-Sample Test for Equality of Copulas (Q89269) (← links)
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Bayesian nonparametric inference for a multivariate copula function (Q479185) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- Copulas with maximum entropy (Q691414) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- On the covariance of the asymptotic empirical copula process (Q979237) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
