Pages that link to "Item:Q1238574"

The following pages link to Asymptotic distributions of multivariate rank order statistics (Q1238574):

Displaying 50 items.

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
• On the empirical multilinear copula process for count data (Q396007) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• On tests of radial symmetry for bivariate copulas (Q465637) (← 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)
• Distribution-free tests of stochastic monotonicity (Q528021) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
• A quantile-copula approach to conditional density estimation (Q842926) (← links)
• Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
• A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
• On the covariance of the asymptotic empirical copula process (Q979237) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
• Estimating copula densities through wavelets (Q1017760) (← links)
• A test of independence in some copula models (Q1019534) (← links)
• Asymptotic normal distribution of multidimensional statistics of dependent random variables (Q1055106) (← links)
• Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions (Q1110175) (← links)
• An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928) (← links)
• Test of association between multivariate stable vectors. (Q1596878) (← links)
• Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
• On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Weak convergence of empirical copula processes (Q1769785) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• Measures of radial asymmetry for bivariate random vectors (Q1956340) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)