Pages that link to "Item:Q1211771"
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The following pages link to On the empirical process of multivariate, dependent random variables (Q1211771):
Displaying 14 items.
- Test of symmetry based on copula function (Q413392) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions (Q1110175) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions (Q2640267) (← links)
- The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing (Q2640990) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- (Q3316392) (← links)
- A Strong Invariance Theorem of the Tail Empirical Copula Processes (Q5299057) (← links)
