Pages that link to "Item:Q3636242"
From MaRDI portal
The following pages link to On a new goodness-of-fit process for families of copulas (Q3636242):
Displaying 10 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Goodness-of-fit tests for elliptical and independent copulas through projection pursuit (Q1736481) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← 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)
- Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
- A Goodness-of-fit Test for Copulas (Q5080467) (← links)