A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
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Publication:692943
DOI10.1007/S11222-009-9142-YzbMATH Open1274.62400OpenAlexW2063765989MaRDI QIDQ692943FDOQ692943
Authors: Ivan Kojadinovic, Jun Yan 
Publication date: 6 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-009-9142-y
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Cites Work
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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
- Modified Gaussian pseudo-copula: applications in insurance and finance
- Some copula inference procedures adapted to the presence of ties
- A regularized goodness-of-fit test for copulas
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- 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
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- A flexible and tractable class of one-factor copulas
- 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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