Pages that link to "Item:Q1769785"

The following pages link to Weak convergence of empirical copula processes (Q1769785):

Displaying 50 items.

• Rearranged dependence measures (Q74042) (← links)
• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Convergence results for patchwork copulas (Q320028) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• Large sample properties for a class of copulas in bivariate survival analysis (Q378913) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Some new results on the empirical copula estimator with applications (Q383948) (← links)
• Empirical copulas for consecutive survival data (Q384769) (← links)
• Jump tail dependence in Lévy copula models (Q385630) (← 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)
• Measuring association and dependence between random vectors (Q391917) (← links)
• On the empirical multilinear copula process for count data (Q396007) (← links)
• Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← 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)
• The empirical beta copula (Q511991) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• Distribution-free tests of stochastic monotonicity (Q528021) (← links)
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← 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)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
• Some new multivariate tests of independence (Q647754) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← 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)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
• A quantile-copula approach to conditional density estimation (Q842926) (← links)
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
• Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
• Path-dependent estimation of a distribution under generalized censoring (Q893064) (← links)
• Partial and average copulas and association measures (Q895010) (← links)