Pages that link to "Item:Q2011519"

The following pages link to Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519):

Displaying 26 items.

• Rearranged dependence measures (Q74042) (← links)
• A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
• Asymptotic analysis of the jittering kernel density estimator (Q96450) (← links)
• Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
• Copula modeling for discrete random vectors (Q830311) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
• Geometry of discrete copulas (Q2001094) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
• On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
• On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables (Q2237807) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• (Q5879920) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
• On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables (Q6097552) (← links)
• Partial identification of latent correlations with ordinal data (Q6160319) (← links)
• A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
• A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← 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)