Pages that link to "Item:Q391662"

The following pages link to Empirical and sequential empirical copula processes under serial dependence (Q391662):

Displaying 32 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Copula-based dynamic models for multivariate time series (Q123371) (← 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)
• Measuring association and dependence between random vectors (Q391917) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• The empirical beta copula (Q511991) (← links)
• Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
• Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• On the large-sample behavior of two estimators of the conditional copula under serially dependent data (Q2338093) (← links)
• Hybrid copula estimators (Q2344382) (← links)
• Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications (Q5051325) (← links)
• RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)