Pages that link to "Item:Q3006278"
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The following pages link to On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278):
Displaying 9 items.
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate (Q6629789) (← links)
