Pages that link to "Item:Q613186"

The following pages link to A note on bootstrap approximations for the empirical copula process (Q613186):

Displaying 35 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)
• 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)
• 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)
• 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)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• The empirical beta copula (Q511991) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← 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)
• Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← 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)
• Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• Asymptotic total variation tests for copulas (Q2515522) (← links)
• Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
• Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
• Quantile association for bivariate survival data (Q5283306) (← links)
• A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)