Statistical Modeling and Analysis for Complex Data Problems
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(26)- One-sample location tests for multilevel data
- Goodness-of-fit tests for copulas: A review and a power study
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Estimation of weak ARMA models with regime changes
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models
- On nonparametric tests of multivariate meta-ellipticity
- Sklar's theorem, copula products, and ordering results in factor models
- Goodness-of-fit tests for SPARMA models with dependent error terms
- Stochastic monotonicity of dependent variables given their sum
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
- On the specification of multivariate association measures and their behaviour with increasing dimension
- Detecting departures from meta-ellipticity for multivariate stationary time series
- On the extremal dependence coefficient of multivariate distributions
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Geometric interpretation of the residual dependence coefficient
- Stochastic orderings of multivariate elliptical distributions
- Estimating weak periodic vector autoregressive time series
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
- Estimation of functional ARMA models
- Large deviations of reflected weakly interacting particle systems
- Conditional Extremes in Asymmetric Financial Markets
- Early effects of 2014 U.S. Medicaid expansions on mortality: design-based inference for impacts on small subgroups despite small-cell suppression
- Fast estimation of Kendall's tau and conditional Kendall's tau matrices under structural assumptions
- Estimating weak Markov-switching AR(1) models
- Estimating correlation from dichotomized normal variables
- Finite normal mixture copulas for multivariate discrete data modeling
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