The following pages link to On Kendall's process (Q1817517):
Displaying 50 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Copula calibration (Q485915) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Kendall regression coefficient (Q830456) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Nonparametric Archimedean generator estimation with implications for multiple testing (Q2218565) (← links)
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Convergence of Archimedean copulas (Q2479336) (← links)
- On power series related to multivariate records (Q2699773) (← links)
- Cluster Analysis of Time Series via Kendall Distribution (Q2808119) (← links)
- A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
- ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457) (← links)
- Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- Sampling from Archimedean copulas (Q4610241) (← links)
- Tests of serial independence based on Kendall's process (Q4801846) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity (Q5097178) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
