TwoCop

swMATH12359MaRDI QIDQ24288FDOQ24288

Author name not available (Why is that?)

Official website: http://cran.r-project.org/web/packages/TwoCop/index.html

Source code repository: https://github.com/cran/TwoCop

Cited In (80)

• Conditional independence testing via weighted partial copulas
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
• A consistent statistical test based on bivariate random samples
• A stochastic order for interval valued random mappings and applications
• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
• Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
• Tweedie double GLM loss triangles with dependence within and across business lines
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Bivariate two sample test based on exceedance statistics
• MMDCopula
• Subsampling (weighted smooth) empirical copula processes
• Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula
• About tests of the ``simplifying assumption for conditional copulas
• changepointTests
• Test of symmetry based on copula function
• Asymptotic behavior of the empirical multilinear copula process under broad conditions
• AdaGAN
• On tests of radial symmetry for bivariate copulas
• Rank-based methods for modeling dependence between loss triangles
• Semiparametric multivariate density estimation for positive data using copulas
• Some copula inference procedures adapted to the presence of ties
• A test for Archimedeanity in bivariate copula models
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
• On the multivariate two-sample problem using strong approximations of empirical copula processes
• An overview of the goodness-of-fit test problem for copulas
• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
• On the strong approximation of bootstrapped empirical copula processes with applications
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• \(K\)-sample problem using strong approximations of empirical copula processes
• General tests of independence based on empirical processes indexed by functions
• A note on nonparametric estimation of bivariate tail dependence
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
• Detecting breaks in the dependence of multivariate extreme-value distributions
• Nonparametric rank-based tests of bivariate extreme-value dependence
• Rank correlation under categorical confounding
• Tests of symmetry for bivariate copulas
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• Randomization tests of copula symmetry
• Fast large-sample goodness-of-fit tests for copulas
• Strong approximation of empirical copula processes by Gaussian processes
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
• Nonparametric tests for tail monotonicity
• Asymptotic total variation tests for copulas
• Nonparametric inference for max-stable dependence
• copula
• NSM3
• QRM
• copula
• npcp
• gofCopula
• progress
• dfphase1
• IndependenceTests
• birch
• multivariance
• Tests of stochastic monotonicity with improved power
• Graphical and formal statistical tools for the symmetry of bivariate copulas
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
• A general framework for testing homogeneity hypotheses about copulas
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
• New measure of the bivariate asymmetry
• Detecting changes in cross-sectional dependence in multivariate time series
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
• Conditional empirical copula processes and generalized measures of association
• Copula-based semiparametric models for multivariate time series
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
• Empirical and sequential empirical copula processes under serial dependence
• A note on bootstrap approximations for the empirical copula process
• Testing for equality between two copulas
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Change-point problems for multivariate time series using pseudo-observations
• Multiplier bootstrap of tail copulas with applications
• MixedIndTests
• Estimation of risk measures in energy portfolios using modern copula techniques
• Some applications of the strong approximation of the integrated empirical copula processes

This page was built for software: TwoCop