K-sample problem using strong approximations of empirical copula processes
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Publication:2437992
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Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- A kolmogorov-smirnov type test for positive quadrant dependence
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- A new approach to goodness-of-fit testing based on the integrated empirical process*
- An almost sure invariance principle for the empirical distribution function of mixing random variables
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An introduction to copulas.
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- New two-sample tests based on the integrated empirical copula processes
- On the asymptotic power of some k-sample statistics based on the multivariate empirical process
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- Some asymptotic theory for the bootstrap
- Strong approximation for multivariate empirical and related processes, via KMT constructions
- Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems
- Testing for equality between two copulas
- Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
- Testing the equality of multivariate distributions using integrated empirical processes
- The oscillation behavior of empirical processes
- The oscillation behavior of empirical processes: The multivariate case
- Two-Sample Tests Based on the Integrated Empirical Process
- Watson-type goodness-of-fit tests based on the integrated empirical process
- Weak convergence and empirical processes. With applications to statistics
Cited in
(15)- About tests of the ``simplifying assumption for conditional copulas
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- On the strong approximation of bootstrapped empirical copula processes with applications
- Rank correlation under categorical confounding
- Weak convergence of the weighted empirical beta copula process
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Comparing a large number of multivariate distributions
- Strong approximation of empirical copula processes by Gaussian processes
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- K-Sample Test for Equality of Copulas
- Testing for equality between conditional copulas given discretized conditioning events
- Kac's representation for empirical copula process from an asymptotic viewpoint
- Some new multivariate tests of independence
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