scientific article; zbMATH DE number 3656971

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Testing for equality between two copulas
Bayesian copula selection
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
A-dependence statistics for mutual and serial independence of categorical variables
A test of independence in some copula models
Quantile curves and dependence structure for bivariate distributions
Copula model evaluation based on parametric bootstrap
Linear B-spline copulas with applications to nonparametric estimation of copulas
Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
On measures of association as measures of positive dependence
Goodness-of-fit tests for copulas: A review and a power study
Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
Test of association between multivariate stable vectors.
Inference for copula modeling of discrete data: a cautionary tale and some facts
Estimation of risk measures in energy portfolios using modern copula techniques
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
An estimator of the stable tail dependence function based on the empirical beta copula
Some copula inference procedures adapted to the presence of ties
A Legendre multiwavelets approach to copula density estimation
Rank correlation under categorical confounding
About tests of the ``simplifying assumption for conditional copulas
General tests of independence based on empirical processes indexed by functions
On a one time-step Monte Carlo simulation approach of the SABR model: application to European options
A streaming algorithm for bivariate empirical copulas
A classification point-of-view about conditional Kendall's tau
On the weak convergence of the empirical conditional copula under a simplifying assumption
Weak convergence of the weighted empirical beta copula process
On the estimation of Pareto fronts from the point of view of copula theory
Weak convergence of empirical copula processes
Nonparametric measures of dependence for biometric data studies
Mixture of D-vine copulas for modeling dependence
Tests of symmetry for bivariate copulas
On the strong approximation of bootstrapped empirical copula processes with applications
Jackknife empirical likelihood method for copulas
A note on testing independence by a copula-based order selection approach
Asymptotic behavior of the empirical multilinear copula process under broad conditions
Simultaneous inference for Kendall's tau
Wavelet estimation of copula function based on censored data
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
New copulas based on general partitions-of-unity. III: The continuous case
Goodness-of-fit testing for copulas: a distribution-free approach
Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
Subsampling (weighted smooth) empirical copula processes
A Bayesian semiparametric Archimedean copula
Hybrid copula estimators
Maximal coupling of empirical copulas for discrete vectors
On a new absolutely continuous bivariate generalized exponential distribution
A semiparametric estimation of copula models based on the method of moments
A censored copula model for micro-level claim reserving
\(K\)-sample problem using strong approximations of empirical copula processes
Testing tail monotonicity by constrained copula estimation
Nonparametric tests for tail monotonicity
A multivariate Bahadur-Kiefer representation for the empirical Copula process
A note on minimum distance estimation of copula densities
On quadratic functionals of the Brownian sheet and related processes
Recognizing and visualizing copulas: an approach using local Gaussian approximation
Asymptotic total variation tests for copulas
A nonparametric symmetry test for absolutely continuous bivariate copulas
Local efficiency of a Cramér\,-\,von Mises test of independence
Modeling dependence via copula of functionals of Fourier coefficients
Approximations of copulas via transformed moments
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
Sample d-copula of order m
GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
Exact distribution under independence of the diagonal section of the empirical copula
Symmetries of random discrete copulas
Convergence results for patchwork copulas
Statistical aspects of associativity for copulas
New estimates and tests of independence in some copula models
Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
Some new results on the empirical copula estimator with applications
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
Sklar's theorem derived using probabilistic continuation and two consistency results
On the empirical multilinear copula process for count data
Large sample behavior of the Bernstein copula estimator
Bayesian estimation of a bivariate copula using the Jeffreys prior
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
Smooth nonparametric Bernstein vine copulas
Risk bounds and partial dependence information
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Multivariate multiple test procedures based on nonparametric copula estimation
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
A nonparametric Bayesian approach to copula estimation
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process
Estimating checkerboard approximations with sample d-copulas
Intersection tests for the cointegrating rank in dependent panel data
On copula moment: empirical likelihood based estimation method
Kac's representation for empirical copula process from an asymptotic viewpoint
The empirical beta copula
Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring
Nonparametric estimation of copula regression models with discrete outcomes
Nonparametric estimation of copula-based measures of multivariate association from contingency tables
Bayesian nonparametric estimation of a copula
Non-parametric weighted tests for independence based on empirical copula process
A note on asymptotic normality of a copula function in regression model
Some applications of the strong approximation of the integrated empirical copula processes
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

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