Pages that link to "Item:Q1926005"
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The following pages link to Tests of symmetry for bivariate copulas (Q1926005):
Displaying 50 items.
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Measures of radial asymmetry for bivariate random vectors (Q1956340) (← links)
- Geometry of discrete copulas (Q2001094) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- New measure of the bivariate asymmetry (Q2023847) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model (Q2149175) (← 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)
- Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
- Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
- Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- Estimating the distribution function of symmetric pairs (Q2979964) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
- A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property (Q5089921) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Functional treatment of asymmetric copulas (Q5236714) (← links)
- A copula‐based risk aggregation model (Q5247415) (← links)
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
- FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
- RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← links)
- Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Nonparametric universal copula modeling (Q6576820) (← links)
- On approximating dependence function and its derivatives (Q6601113) (← links)
- Randomization Tests for Equality in Dependence Structure (Q6617821) (← links)
- Modeling currency exchange data with asymmetric copula functions (Q6637735) (← links)
