scientific article; zbMATH DE number 3752025
From MaRDI portal
Publication:3936024
Cited in
(32)- Testing for equality between two copulas
- Quantile curves and dependence structure for bivariate distributions
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Some copula inference procedures adapted to the presence of ties
- Weak convergence of the weighted empirical beta copula process
- A goodness-of-fit test for copula densities
- Weak convergence of empirical copula processes
- Tests of stochastic monotonicity with improved power
- A note on testing independence by a copula-based order selection approach
- Subsampling (weighted smooth) empirical copula processes
- Tests of independence and randomness based on the empirical copula process
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- Local efficiency of a Cramér\,-\,von Mises test of independence
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Approximations of copulas via transformed moments
- An efficient nonparametric estimator for models with nonlinear dependence
- Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
- Testing the constancy of Spearman's rho in multivariate time series
- Modeling operational risk: estimation and effects of dependencies
- Copula regression spline models for binary outcomes
- Some new results on the empirical copula estimator with applications
- Distribution-free tests of stochastic monotonicity
- Goodness-of-fit tests for copulas
- Adaptive permutation tests for serial independence
- Robust pair-copula based forecasts of realized volatility
- Randomization Tests for Equality in Dependence Structure
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- A flexible parameter estimation method for the Farlie-Gumbel-Morgenstern copula: a simulation study
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- Measures of risk
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
- Nonparametric rank-based tests of bivariate extreme-value dependence
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3936024)
