Pages that link to "Item:Q442074"
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The following pages link to Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074):
Displayed 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← 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)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- The empirical beta copula (Q511991) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Nonparametric recursive estimation of the copula (Q826673) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Rank correlation under categorical confounding (Q1690084) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Multivariate and functional covariates and conditional copulas (Q1950860) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- On metric spaces of subcopulas (Q2049230) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)