Pages that link to "Item:Q2452922"
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The following pages link to A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922):
Displayed 17 items.
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Sklar's theorem obtained via regularization techniques (Q651148) (← links)
- Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- A topological proof of Sklar's theorem (Q2339098) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)