Pages that link to "Item:Q692943"
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The following pages link to A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943):
Displaying 22 items.
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Application of copulas to multivariate control charts (Q393636) (← links)
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Simultaneous arrival of customers to two different queues and modeling dependence via copula approach (Q5085091) (← links)
- Copula-Based Regression Estimation and Inference (Q5327296) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- Copula-like inference for discrete bivariate distributions with rectangular supports (Q6597257) (← links)
- Randomization Tests for Equality in Dependence Structure (Q6617821) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
