Pages that link to "Item:Q979237"
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The following pages link to On the covariance of the asymptotic empirical copula process (Q979237):
Displaying 5 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
