Asymptotic behavior of the empirical multilinear copula process under broad conditions
From MaRDI portal
Publication:2011519
Recommendations
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Weak convergence of empirical copula processes
- Weak convergence of the weighted empirical beta copula process
- On the asymptotic covariance of the multivariate empirical copula process
- On the empirical multilinear copula process for count data
Cites work
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- A note on bootstrap approximations for the empirical copula process
- A Primer on Copulas for Count Data
- An introduction to copulas.
- An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Constraints on concordance measures in bivariate discrete data
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Discussion: Statistical models and methods for dependence in insurance data
- Empirical and sequential empirical copula processes under serial dependence
- Goodness-of-fit tests for copulas: A review and a power study
- scientific article; zbMATH DE number 3644242 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
- scientific article; zbMATH DE number 4102349 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3750084 (Why is no real title available?)
- scientific article; zbMATH DE number 2152218 (Why is no real title available?)
- scientific article; zbMATH DE number 822726 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Longitudinal modeling of insurance claim counts using jitters
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Maximal coupling of empirical copulas for discrete vectors
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- On mixing sequences of random variables
- On rank correlation measures for non-continuous random variables
- On the distributional transform, Sklar's theorem, and the empirical copula process
- On the empirical multilinear copula process for count data
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
- Operations on distribution functions not derivable from operations on random variables
- Semiparametric estimation in copula models
- Testing for equality between two copulas
- Tests of independence and randomness based on the empirical copula process
- The oscillation behavior of empirical processes: The multivariate case
- Unified large-sample theory of general chi-squared statistics for tests of fit
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
Cited in
(42)- Semi-parametric copula-based models under non-stationarity
- Inference for asymptotically independent samples of extremes
- Weak convergence of the weighted empirical beta copula process
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
- Geometry of discrete copulas
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Tests of serial dependence for multivariate time series with arbitrary distributions
- On a multivariate copula-based dependence measure and its estimation
- On the asymptotic covariance of the multivariate empirical copula process
- On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
- Subsampling (weighted smooth) empirical copula processes
- A copula approach for dependence modeling in multivariate nonparametric time series
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
- On the empirical multilinear copula process for count data
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- scientific article; zbMATH DE number 7660126 (Why is no real title available?)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Estimation of Copulas via Maximum Mean Discrepancy
- On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables
- Partial identification of latent correlations with ordinal data
- A novel positive dependence property and its impact on a popular class of concordance measures
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
- Tests of independence and randomness for arbitrary data using copula-based covariances
- Copula modeling from Abe Sklar to the present day
- Some copula-based tests of independence among several random variables having arbitrary probability distributions
- Computational methods for a copula-based Markov chain model with a binomial time series
- Copulae: an overview and recent developments
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
- Quantifying and estimating dependence via sensitivity of conditional distributions
- Asymptotic behavior of the empirical checkerboard copula process for binary data: an educational presentation
- The checkerboard copula and dependence concepts
- A data-analytics framework for exploring regression associations in multivariate categorical data of firefighters' PTSD
- Detecting dependence structure: visualization and inference
- Multivariate tail dependence: further insights with an application to the Spanish banking sector
- Novel distance regression for repeated outcomes with missing data: applications to longitudinal and crossover studies of microbiome beta-diversity
- Rearranged dependence measures
- Copula modeling for discrete random vectors
- A generic approach to nonparametric function estimation with mixed data
- Asymptotic analysis of the jittering kernel density estimator
- On the covariance of the asymptotic empirical copula process
This page was built for publication: Asymptotic behavior of the empirical multilinear copula process under broad conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2011519)
