Pages that link to "Item:Q2914947"
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The following pages link to A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947):
Displayed 12 items.
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)