Pages that link to "Item:Q5719273"

The following pages link to Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (Q5719273):

Displaying 11 items.

• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
• Asymptotic total variation tests for copulas (Q2515522) (← links)
• (Q3183816) (← links)
• Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
• Do stock returns have an Archimedean copula? (Q5129070) (← links)