Pages that link to "Item:Q2343967"

The following pages link to Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967):

Displaying 9 items.

• K-Sample Test for Equality of Copulas (Q89269) (← links)
• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• (Q5146329) (← links)