A general framework for testing homogeneity hypotheses about copulas
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- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Testing for equality between two copulas
- Tests of multivariate copula exchangeability based on Lévy measures
- Testing exchangeability of copulas in arbitrary dimension
- Testing the symmetry of a dependence structure with a characteristic function
Cites work
- scientific article; zbMATH DE number 3141625 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A note on bootstrap approximations for the empirical copula process
- A test for Archimedeanity in bivariate copula models
- An introduction to copulas.
- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Empirical and sequential empirical copula processes under serial dependence
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- Nonparametric Identification of Copula Structures
- Nonparametric rank-based tests of bivariate extreme-value dependence
- On a Measure of Dependence Between two Random Variables
- On testing equality of pairwise rank correlations in a multivariate random vector
- Testing for bivariate extreme dependence using Kendall's process
- Testing for equality between two copulas
- Tests of symmetry for bivariate copulas
- Weak convergence and empirical processes. With applications to statistics
Cited in
(13)- scientific article; zbMATH DE number 5218715 (Why is no real title available?)
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Omnibus test for covariate effects in conditional copula models
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- Testing the symmetry of a dependence structure with a characteristic function
- Tests of multivariate copula exchangeability based on Lévy measures
- Detection of heterogeneous structures on the Gaussian copula model using projective power entropy
- K-Sample Test for Equality of Copulas
- Testing for equality between conditional copulas given discretized conditioning events
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Testing exchangeability of copulas in arbitrary dimension
- Testing for equality between two copulas
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
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