The following pages link to (Q3935293):
Displaying 38 items.
- Copula regression spline models for binary outcomes (Q340845) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- Large deviations and asymptotic efficiency of integral statistics for testing independence (Q1114262) (← links)
- An asymptotic decomposition for multivariate distribution-free tests of independence (Q1164928) (← links)
- Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence (Q1270426) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- A goodness-of-fit test for copula densities (Q1761542) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- Approximations of copulas via transformed moments (Q2684963) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- (Q5226051) (← links)
- Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
- Nonparametric estimation of the copula function with bivariate twice censored data (Q6596785) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
