Pages that link to "Item:Q3498559"

The following pages link to Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559):

Displaying 12 items.

• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• (Q3183816) (← links)
• Do stock returns have an Archimedean copula? (Q5129070) (← links)
• A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
• Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (Q5719273) (← links)
• Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
• Decomposition and graphical correspondence analysis of checkerboard copulas (Q6641511) (← links)