Pages that link to "Item:Q2914948"
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The following pages link to Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948):
Displayed 6 items.
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)