The following pages link to (Q3777247):
Displayed 50 items.
- 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)
- 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)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← 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)
- 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)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Some new multivariate tests of independence (Q647754) (← 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)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Sequential fixed-width confidence bands for distribution functions under random censoring (Q912553) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Short distances on the line (Q1180174) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) (← links)