The following pages link to (Q3855979):
Displaying 50 items.
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- A nonparametric symmetry test for absolutely continuous bivariate copulas (Q257593) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Convergence results for patchwork copulas (Q320028) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Some new results on the empirical copula estimator with applications (Q383948) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- The empirical beta copula (Q511991) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← 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)
- On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Measuring reproducibility of high-throughput experiments (Q652341) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← 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)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Constraint-based learning for non-parametric continuous Bayesian networks (Q825001) (← links)
- Nonparametric recursive estimation of the copula (Q826673) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- On the covariance of the asymptotic empirical copula process (Q979237) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
