Pages that link to "Item:Q873620"
From MaRDI portal
The following pages link to Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620):
Displaying 16 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
- Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← 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)
