Pages that link to "Item:Q907105"

The following pages link to Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105):

Displaying 14 items.

• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment (Q2028809) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• A stochastic order for interval valued random mappings and applications (Q2109544) (← links)
• (Q4636983) (← links)
• Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
• Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)