Pages that link to "Item:Q979237"

The following pages link to On the covariance of the asymptotic empirical copula process (Q979237):

Displaying 15 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
• The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
• Directional bivariate quantiles: a robust approach based on the cumulative distribution function (Q2218561) (← links)
• Hybrid copula estimators (Q2344382) (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)