Pages that link to "Item:Q502904"
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The following pages link to Weak convergence of the empirical copula process with respect to weighted metrics (Q502904):
Displayed 16 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Validation of association (Q2306090) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- Estimation of Copulas via Maximum Mean Discrepancy (Q6077589) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)