Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit
goodness-of-fit testsmultiplier bootstrapfunctional delta methodcopula processes\(C\)-power functionssequential test procedures
Bootstrap, jackknife and other resampling methods (62F40) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Sequential statistical analysis (62L10) Central limit and other weak theorems (60F05)
- On a new goodness-of-fit process for families of copulas
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- Asymptotic total variation tests for copulas
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
- scientific article; zbMATH DE number 3738723 (Why is no real title available?)
- A new family of symmetric bivariate copulas
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Associative functions. Triangular norms and copulas
- Asymptotic Statistics
- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bivariate distributions with given extreme value attractor
- Dependence and order in families of Archimedean copulas
- 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
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- Hyers-Ulam-Rassias stability of functional equations in nonlinear analysis
- Inference in multivariate Archimedean copula models
- Introduction to empirical processes and semiparametric inference
- On a new goodness-of-fit process for families of copulas
- On the multivariate probability integral transformation
- Semiparametric estimation in copula models
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- scientific article; zbMATH DE number 7370612 (Why is no real title available?)
- Testing asymmetry in dependence with copula-coskewness
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