scientific article; zbMATH DE number 3434930
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Publication:4403170
Cited in
(19)- On the rate of convergence in the central limit theorem for signed rank statistics
- Local comparison of linear rank tests, in the Bahadur sense
- Order statistics for nonstationary time series
- Weak convergence of empirical copula processes
- On the limiting Pitman efficiency of some rank tests of independence
- Willem van Zwet, teacher and thesis advisor
- Empirical tail copulas for functional data
- Goodness-of-fit testing for copulas: a distribution-free approach
- Validation of association
- A note on minimum distance estimation of copula densities
- Asymptotic efficiency of the Blest-type tests for independence
- Strong approximation of empirical copula processes by Gaussian processes
- New two-sample tests based on the integrated empirical copula processes
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- On a cramér-von mises type statistic for testing bivariate independence
- Copula-Based Regression Estimation and Inference
- Locally optimal rank tests for independence
- Testing independence in high dimensions
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