The following pages link to (Q4403170):
Displaying 19 items.
- Locally optimal rank tests for independence (Q786479) (← links)
- Testing independence in high dimensions (Q806858) (← links)
- On the rate of convergence in the central limit theorem for signed rank statistics (Q1060504) (← links)
- Local comparison of linear rank tests, in the Bahadur sense (Q1172903) (← links)
- Order statistics for nonstationary time series (Q1335371) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- On the limiting Pitman efficiency of some rank tests of independence (Q1820528) (← links)
- Willem van Zwet, teacher and thesis advisor (Q2054513) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Validation of association (Q2306090) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- ASYMPTOTIC EFFICIENCY OF THE BLEST-TYPE TESTS FOR INDEPENDENCE (Q2810353) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- On a cramér-von mises type statistic for testing bivariate independence (Q3859114) (← links)
- Copula-Based Regression Estimation and Inference (Q5327296) (← links)
