New two-sample tests based on the integrated empirical copula processes
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Recommendations
- Testing for equality between two copulas
- Some new multivariate tests of independence
- Tests of independence and randomness based on the empirical copula process
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Asymptotic total variation tests for copulas
Cites work
- A new approach to goodness-of-fit testing based on the integrated empirical process*
- A note on goodness-of-fit statistics with asymptotically normal distributions
- A survey of product-integration with a view toward application in survival analysis
- Asymptotic distributions of multivariate rank order statistics
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 3434930 (Why is no real title available?)
- On the empirical process of multivariate, dependent random variables
- On the multivariate two-sample problem using strong approximations of the EDF
- Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
- Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
- The oscillation behavior of empirical processes: The multivariate case
- Two-Sample Tests Based on the Integrated Empirical Process
- Weak convergence of empirical copula processes
Cited in
(11)- Testing for equality between two copulas
- On the strong approximation of bootstrapped empirical copula processes with applications
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- \(K\)-sample problem using strong approximations of empirical copula processes
- Local efficiency of integrated goodness-of-fit tests under skew alternatives
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Some applications of the strong approximation of the integrated empirical copula processes
- Some new multivariate tests of independence
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