Pages that link to "Item:Q2387481"

The following pages link to Tests of independence and randomness based on the empirical copula process (Q2387481):

Displaying 50 items.

• Graphical tests of independence for general distributions (Q89204) (← links)
• A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
• Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Empirical copulas for consecutive survival data (Q384769) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
• On the empirical multilinear copula process for count data (Q396007) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← 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)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Copula-based semiparametric models for multivariate time series (Q443770) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
• On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
• Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Goodness-of-fit tests for elliptical and independent copulas through projection pursuit (Q1736481) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
• Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
• An independence test based on recurrence rates (Q2181733) (← links)
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)