Pages that link to "Item:Q5190580"
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The following pages link to A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580):
Displayed 8 items.
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)