Pages that link to "Item:Q3411078"

The following pages link to Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078):

Displaying 50 items.

• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• On the family of multivariate chi-square copulas (Q321910) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• On multivariate extensions of value-at-risk (Q391656) (← links)
• Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
• Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
• Bivariate odds ratio and association measures (Q451487) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
• A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
• Invariant dependence structures and Archimedean copulas (Q645464) (← links)
• Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
• Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
• Testing for equality between two copulas (Q1000568) (← links)
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
• Estimating copula densities through wavelets (Q1017760) (← links)
• Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
• A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
• Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
• Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
• Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
• GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
• Goodness-of-fit tests for elliptical and independent copulas through projection pursuit (Q1736481) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
• Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
• A new dependence measure for importance analysis: application to an environmental model (Q1984990) (← links)
• Sensitivity analysis method for model with correlated inputs and multivariate output and its application to aircraft structure (Q1988226) (← links)
• Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy (Q2081725) (← links)
• A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
• On a bivariate copula for modeling negative dependence: application to New York air quality data (Q2111327) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
• Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
• Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
• Benford's law beyond independence : tracking Benford behavior in copula models (Q2278640) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Comparison of stochastic correlation models (Q2314458) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)