Pages that link to "Item:Q3562985"

The following pages link to New estimates and tests of independence in some copula models (Q3562985):

Displaying 11 items.

• Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Dual divergences estimation for censored survival data (Q419272) (← links)
• Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• On Bayesian estimation via divergences (Q466196) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)