scientific article; zbMATH DE number 3750084
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Publication:3935293
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(39)- Weak convergence of empirical copula processes
- About tests of the ``simplifying assumption for conditional copulas
- An empirical central limit theorem with applications to copulas under weak dependence
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Distribution-free tests of stochastic monotonicity
- Large deviations and asymptotic efficiency of integral statistics for testing independence
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Local efficiency of a Cramér\,-\,von Mises test of independence
- A classification point-of-view about conditional Kendall's tau
- Goodness-of-fit testing for copulas: a distribution-free approach
- Robust pair-copula based forecasts of realized volatility
- A goodness-of-fit test for copula densities
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Tests of independence and randomness based on the empirical copula process
- Nonparametric estimation of the copula function with bivariate twice censored data
- Approximations of copulas via transformed moments
- A note on asymptotic normality of a copula function in regression model
- A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
- On quadratic functionals of the Brownian sheet and related processes
- New estimates and tests of independence in some copula models
- Testing for independence in high dimensions based on empirical copulas
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- A test of independence in some copula models
- Estimation and tests of independence in copula models via divergences
- Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
- Copula regression spline models for binary outcomes
- Testing independence in nonparametric regression
- Tests of stochastic monotonicity with improved power
- A note on testing independence by a copula-based order selection approach
- Quantile curves and dependence structure for bivariate distributions
- Statistical dependence: beyond Pearson's
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Empirical copulas for consecutive survival data
- Testing for equality between two copulas
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
- Goodness-of-fit tests for copulas
- A quantile-copula approach to conditional density estimation
- Some new multivariate tests of independence
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