Pages that link to "Item:Q625311"
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The following pages link to An empirical central limit theorem with applications to copulas under weak dependence (Q625311):
Displaying 13 items.
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Hybrid copula estimators (Q2344382) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic (Q2806818) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)