A goodness-of-fit test for copula densities
From MaRDI portal
Publication:1761542
DOI10.1007/s11749-010-0217-zzbMath1367.62142arXiv0902.4842MaRDI QIDQ1761542
Ghislaine Gayraud, Karine Tribouley
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.4842
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62C20: Minimax procedures in statistical decision theory
Related Items
Thresholding methods to estimate copula density, A goodness-of-fit test for copula densities, A note on testing independence by a copula-based order selection approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Goodness-of-fit tests for copulas: A review and a power study
- Goodness-of-fit tests for copulas
- Estimating copula densities through wavelets
- Thresholding methods to estimate copula density
- Minimax nonparametric detection of signals in white Gaussian noise
- Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
- Wavelets on the interval and fast wavelet transforms
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Adaptive hypothesis testing using wavelets
- Adaptive chi-square tests
- A goodness-of-fit test for copula densities
- Regression in random design and warped wavelets
- Nonparametric goodness-of-fit testing under Gaussian models
- Adaptive and spatially adaptive testing of a nonparametric hypothesis.
- Adaptive minimax testing in the discrete regression scheme
- Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics
- Minimax Detection of a Signal In a Gaussian White Noise
