Pages that link to "Item:Q731720"
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The following pages link to Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720):
Displayed 50 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
- Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575) (← links)
- Copula-based geostatistical modeling of continuous and discrete data including covariates (Q2002020) (← links)
- New classes of power series bivariate copulas (Q2012603) (← links)
- Generalized multivariate Gumbel distributions -- dependence, aging properties and applications (Q2014436) (← links)
- Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
- Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Some hypothesis tests based on random projection (Q2403410) (← links)
- Testing skew normality via the moment generating function (Q2437885) (← links)
