Pages that link to "Item:Q391536"

The following pages link to Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536):

Displaying 18 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
• Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)