Pages that link to "Item:Q5718590"
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The following pages link to A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590):
Displayed 48 items.
- 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)
- 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)
- On the Local Time of the Weighted Bootstrap and Compound Empirical Processes (Q3448332) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- Testing for positive expectation dependence (Q5963706) (← links)
