Pages that link to "Item:Q443784"
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The following pages link to A test for Archimedeanity in bivariate copula models (Q443784):
Displaying 14 items.
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (Q900809) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Bivariate two sample test based on exceedance statistics (Q5088122) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- A Test for Truncation Invariant Dependence (Q5348622) (← links)
- A consistent statistical test based on bivariate random samples (Q5886711) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
