Two-Sample Testing for Tail Copulas with an Application to Equity Indices
From MaRDI portal
Cites work
- An innovation approach to goodness-of-fit tests in \(R^ m\)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas
- Bivariate tail estimation: dependence in asymptotic independence
- Distribution free goodness-of-fit tests for linear processes
- Estimating the spectral measure of an extreme value distribution
- Extreme value theory. An introduction.
- Goodness of fit problem and scanning innovation martingales
- scientific article; zbMATH DE number 1740986 (Why is no real title available?)
- scientific article; zbMATH DE number 1454116 (Why is no real title available?)
- Inference on the Quantile Regression Process
- Limit theory for multivariate sample extremes
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Martingale transforms goodness-of-fit tests in regression models.
- Multiplier bootstrap of tail copulas with applications
- Nonparametric tests for constant tail dependence with an application to energy and finance
- Quantile Autoregression
- Statistics of Extremes
This page was built for publication: Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6190777)
