Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit
DOI10.1016/J.JMVA.2014.03.018zbMATH Open1288.62095OpenAlexW2007851723MaRDI QIDQ2015052FDOQ2015052
Authors: Jean-François Quessy, Tarik Bahraoui 
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.018
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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)
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- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- On a new goodness-of-fit process for families of copulas
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- Title not available (Why is that?)
- Associative functions. Triangular norms and copulas
- Asymptotic distributions of multivariate rank order statistics
- Hyers-Ulam-Rassias stability of functional equations in nonlinear analysis
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- On the multivariate probability integral transformation
- Bivariate distributions with given extreme value attractor
- Dependence and order in families of Archimedean copulas
- A new family of symmetric bivariate copulas
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