Some copula inference procedures adapted to the presence of ties

DOI10.1016/j.csda.2017.02.006zbMath1464.62104arXiv1609.05519MaRDI QIDQ1654249

Ivan Kojadinovic

Publication date: 7 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.05519

zbMATH Keywords

bootstrap; exchangeability; ties; statistical tests; radial symmetry; goodness of fit; parametric bootstrap; extreme-value dependence

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G10: Nonparametric hypothesis testing

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G32: Statistics of extreme values; tail inference

Uses Software

• R
• copula
• QRM
• TwoCop
• copula