A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
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Cites work
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- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- scientific article; zbMATH DE number 3094655 (Why is no real title available?)
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- A kolmogorov-smirnov type test for positive quadrant dependence
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Asymptotic Normality of Nonparametric Tests for Independence
- Bootstrap based goodness-of-fit-tests
- Comparison of semiparametric and parametric methods for estimating copulas
- Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models
- Fast large-sample goodness-of-fit tests for copulas
- Goodness-of-fit tests for copulas: A review and a power study
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
- Testing for equality between two copulas
- The t Copula and Related Copulas
- Understanding Relationships Using Copulas
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Cited in
(25)- Application of copulas to multivariate control charts
- Simultaneous arrival of customers to two different queues and modeling dependence via copula approach
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Positive quadrant dependence testing and constrained copula estimation
- Some copula inference procedures adapted to the presence of ties
- Modified Gaussian pseudo-copula: applications in insurance and finance
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- A regularized goodness-of-fit test for copulas
- Generalized information matrix tests for copulas
- Selection of vine copulas
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
- Copula-like inference for discrete bivariate distributions with rectangular supports
- Tests of symmetry for bivariate copulas
- Comparison of three semiparametric methods for estimating dependence parameters in copula models
- Randomization Tests for Equality in Dependence Structure
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- A flexible and tractable class of one-factor copulas
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- Tests of stochastic monotonicity with improved power
- Copula-Based Regression Estimation and Inference
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Goodness-of-fit tests for the family of multivariate chi-square copulas
- A note on bootstrap approximations for the empirical copula process
- Multiplier bootstrap of tail copulas with applications
- A goodness-of-fit test for parametric models based on dependently truncated data
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