scientific article; zbMATH DE number 3750084

zbMATH Open0477.62030MaRDI QIDQ3935293FDOQ3935293

Authors: P. Deheuvels 

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

Gaussian processweak convergenceempirical distributionsbivariate samples

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Nonparametric inference (62G99)

Cited In (38)

• 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
• Local efficiency of a Cramér\,-\,von Mises test of independence
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• A classification point-of-view about conditional Kendall's tau
• Robust pair-copula based forecasts of realized volatility
• Goodness-of-fit testing for copulas: a distribution-free approach
• A goodness-of-fit test for copula densities
• Tests of independence and randomness based on the empirical copula process
• Linear B-spline copulas with applications to nonparametric estimation of copulas
• Nonparametric estimation of the copula function with bivariate twice censored data
• Approximations of copulas via transformed moments
• 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
• Testing independence in nonparametric regression
• Copula regression spline models for binary outcomes
• 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 \(\rho\)
• 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
• Title not available (Why is that?)

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