The following pages link to (Q4246894):
Displaying 11 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
- A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Nonparametric estimation of multivariate quantiles (Q6625895) (← links)
