A diagnostic test for specification of copulas under censorship
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Publication:5861008
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Cites work
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- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
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- scientific article; zbMATH DE number 3028457 (Why is no real title available?)
- A class of goodness of fit tests for a copula based on bivariate right-censored data
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring
- A goodness-of-fit test for association in a bivariate survival model
- A note on the uniform consistency of the Kaplan-Meier estimator
- A review of copula models for economic time series
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An automatic portmanteau test for serial correlation
- An overview of the goodness-of-fit test problem for copulas
- Bivariate Archimedean copula models for censored data in non-life insurance
- Copula inference under censoring
- Data driven smooth tests for composite hypotheses
- Data-Driven Rank Tests for Independence
- Data-Driven Version of Neyman's Smooth Test of Fit
- Dependence modeling with copulas
- Estimating a distribution function with truncated and censored data
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Exponential series estimator of multivariate densities
- Fitting bivariate loss distributions with copulas
- Goodness-of-fit tests for Archimedean copula models
- Goodness-of-fit tests for censored survival data
- Goodness-of-fit tests for copulas: A review and a power study
- Large sample behaviour of the product-limit estimator on the whole line
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
- Modelling dependence
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Rank tests for independence for bivariate censored data
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- The strong law under random censorship
- Understanding Relationships Using Copulas
- Using specially designed exponential families for density estimation
Cited in
(4)- An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data
- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- Copula models and diagnostics for multivariate interval-censored data
- Goodness-of-fit test for semiparametric copula models with bivariate interval-censored data
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