The following pages link to (Q3777247):
Displayed 31 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Sequential fixed-width confidence bands for distribution functions under random censoring (Q912553) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Short distances on the line (Q1180174) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal (Q3354917) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)