Pages that link to "Item:Q5718590"

The following pages link to A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590):

Displaying 50 items.

• K-Sample Test for Equality of Copulas (Q89269) (← links)
• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Confidence band for expectation dependence with applications (Q320286) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• Stochastic comparisons for rooted butterfly networks and tree networks, with random environments (Q545342) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
• VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Testing for equality between two copulas (Q1000568) (← links)
• Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
• Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models (Q2082345) (← links)
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Variability comparisons for some mixture models with stochastic environments in biosciences and engineering (Q2319535) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Optimal detection of weak positive latent dependence between two sequences of multiple tests (Q2401361) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
• Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• Validation of positive quadrant dependence (Q2513454) (← links)
• Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← links)
• Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis (Q2828717) (← links)
• Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
• Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
• Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
• A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947) (← links)
• Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
• TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← 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)
• Positive quadrant dependence tests for copulas (Q3086514) (← links)
• Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)