Asymptotic distributions of multivariate rank order statistics
From MaRDI portal
Publication:1238574
DOI10.1214/aos/1176343588zbMath0359.62040OpenAlexW2065768322MaRDI QIDQ1238574
Publication date: 1976
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343588
Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)
Related Items (87)
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing ⋮ Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ A general framework for testing homogeneity hypotheses about copulas ⋮ The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series ⋮ A fluctuation test for constant Spearman's rho with nuisance-free limit distribution ⋮ Nonparametric estimation of pair-copula constructions with the empirical pair-copula ⋮ New two-sample tests based on the integrated empirical copula processes ⋮ Rank-based inference for bivariate extreme-value copulas ⋮ On the distributional transform, Sklar's theorem, and the empirical copula process ⋮ A quantile-copula approach to conditional density estimation ⋮ A Strong Invariance Theorem of the Tail Empirical Copula Processes ⋮ Testing the constancy of Spearman's rho in multivariate time series ⋮ Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions ⋮ The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing ⋮ Asymptotic Properties of Generalized Multivariate Rank Statistics ⋮ Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions ⋮ Unnamed Item ⋮ Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process ⋮ Multivariate extensions of Spearman's rho and related statistics ⋮ A multivariate version of Hoeffding's phi-square ⋮ On testing equality of pairwise rank correlations in a multivariate random vector ⋮ Tests of symmetry for bivariate copulas ⋮ 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 ⋮ Sklar's theorem derived using probabilistic continuation and two consistency results ⋮ On the empirical multilinear copula process for count data ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ Test of symmetry based on copula function ⋮ Random permutations generated by delay models and estimation of delay distributions ⋮ A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula ⋮ Copula modeling from Abe Sklar to the present day ⋮ A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf ⋮ Goodness-of-fit testing for copulas: a distribution-free approach ⋮ A goodness-of-fit test for bivariate extreme-value copulas ⋮ Risk Bounds and Partial Dependence Information ⋮ Asymptotics of empirical copula processes under non-restrictive smoothness assumptions ⋮ A test for Archimedeanity in bivariate copula models ⋮ Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ An asymptotic decomposition for multivariate distribution-free tests of independence ⋮ Statistical models and methods for dependence in insurance data ⋮ New estimators of the Pickands dependence function and a test for extreme-value dependence ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ A general approach to the joint asymptotic analysis of statistics from sub-samples ⋮ When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs ⋮ GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS ⋮ On tests of radial symmetry for bivariate copulas ⋮ Multivariate multiple test procedures based on nonparametric copula estimation ⋮ Nonparametric tests for tail monotonicity ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes ⋮ Kac's representation for empirical copula process from an asymptotic viewpoint ⋮ On the weak convergence of the empirical conditional copula under a simplifying assumption ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Distribution-free tests of stochastic monotonicity ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula ⋮ A note on minimum distance estimation of copula densities ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ Weak convergence of empirical copula processes ⋮ Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit ⋮ On the covariance of the asymptotic empirical copula process ⋮ A New Test Procedure of Independence in Copula Models via χ2-Divergence ⋮ Subsampling (weighted smooth) empirical copula processes ⋮ Multivariate conditional versions of Spearman's rho and related measures of tail dependence ⋮ Tests of stochastic monotonicity with improved power ⋮ Nonparametric inference for max-stable dependence ⋮ Spearman's footrule and Gini's gamma: a review with complements ⋮ Uncertainty quantification in complex simulation models using ensemble copula coupling ⋮ Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence ⋮ Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions ⋮ Estimating copula densities through wavelets ⋮ A test of independence in some copula models ⋮ On testing for independence between the innovations of several time series ⋮ Asymptotic normal distribution of multidimensional statistics of dependent random variables ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY ⋮ A class of weighted rank correlation measures ⋮ Strong approximation of empirical copula processes by Gaussian processes ⋮ Conditional independence testing via weighted partial copulas ⋮ Hybrid copula estimators ⋮ Test of association between multivariate stable vectors. ⋮ Maximal coupling of empirical copulas for discrete vectors ⋮ Graphical and formal statistical tools for the symmetry of bivariate copulas ⋮ Testing exchangeability of copulas in arbitrary dimension ⋮ New estimates and tests of independence in some copula models
This page was built for publication: Asymptotic distributions of multivariate rank order statistics
