On Kendall's process
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(73)- Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Fitting high-dimensional copulae to data
- Kendall regression coefficient
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Nonparametric Archimedean generator estimation with implications for multiple testing
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
- Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
- A weighted independence test based on smooth estimation of Kendall distribution
- Nonparametric estimation of the tree structure of a nested Archimedean copula
- scientific article; zbMATH DE number 7590016 (Why is no real title available?)
- On a one time-step Monte Carlo simulation approach of the SABR model: application to European options
- A framework for measuring association of random vectors via collapsed random variables
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- Inference in multivariate Archimedean copula models
- Tests of serial independence based on Kendall's process
- Conditional copula simulation for systemic risk stress testing
- Hierarchical Kendall copulas: properties and inference
- Modelling stochastic mortality for dependent lives
- Tests of independence and randomness based on the empirical copula process
- Estimators based on trimmed Kendall's tau in multivariate copula models
- When copulas and smoothing met: an interview with Irène Gijbels
- Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets
- Kendall's W reconsidered
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
- De copulis non est disputandum. Copulae: an overview
- A multivariate quantile based on Kendall ordering
- Estimators based on Kendall's tau in multivariate copula models
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
- Right-truncated Archimedean and related copulas
- A nonparametric test of serial independence for time series and residuals
- AUK-based test for mutual independence and an index of mutual dependence
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
- On multivariate extensions of value-at-risk
- GeD spline estimation of multivariate Archimedean copulas
- Cluster analysis of time series via Kendall distribution
- Estimates of the covariance matrix of vectors of U-statistics and confidence regions for vectors of Kendall's tau.
- Marčenko-Pastur law for Kendall's tau
- Nonparametric estimation of multivariate quantiles
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Goodness-of-fit tests for copulas: A review and a power study
- Inference for Archimax copulas
- Semi-parametric approximation of Kendall's distribution function and multivariate return periods
- Likelihood inference for Archimedean copulas in high dimensions under known margins
- On a new goodness-of-fit process for families of copulas
- A model selection test for bivariate failure-time data
- Sampling from Archimedean copulas
- Goodness-of-fit tests for parametric families of Archimedean copulas
- On the multivariate probability integral transformation
- Copula modeling from Abe Sklar to the present day
- The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests
- Copula calibration
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
- Simulating from Exchangeable Archimedean Copulas
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects
- Testing for bivariate extreme dependence using Kendall's process
- Kendall distribution functions.
- On the empirical multilinear copula process for count data
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components
- Convergence of Archimedean copulas
- Properties of hierarchical Archimedean copulas
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Copula-based semiparametric models for multivariate time series
- Stat Trek. An interview with Christian Genest
- On multivariate extensions of the conditional value-at-risk measure
- On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
- Truncation invariant copulas and a testing procedure
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
- On power series related to multivariate records
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
- scientific article; zbMATH DE number 7712507 (Why is no real title available?)
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