TwoCop
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Cited in
(80)- Nonparametric estimation of pair-copula constructions with the empirical pair-copula
- About tests of the ``simplifying assumption for conditional copulas
- Test of symmetry based on copula function
- Conditional independence testing via weighted partial copulas
- On tests of radial symmetry for bivariate copulas
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- A consistent statistical test based on bivariate random samples
- A stochastic order for interval valued random mappings and applications
- 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
- Nonparametric rank-based tests of bivariate extreme-value dependence
- Detecting breaks in the dependence of multivariate extreme-value distributions
- 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
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
- 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
- copula
- NSM3
- QRM
- copula
- npcp
- gofCopula
- progress
- dfphase1
- IndependenceTests
- birch
- multivariance
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- MixedIndTests
- changepointTests
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- Nonparametric tests for tail monotonicity
- Asymptotic total variation tests for copulas
- Nonparametric inference for max-stable dependence
- AdaGAN
- MMDCopula
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks
- Tests of stochastic monotonicity with improved power
- 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
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- Tweedie double GLM loss triangles with dependence within and across business lines
- 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
- Copula-based semiparametric models for multivariate time series
- Conditional empirical copula processes and generalized measures of association
- 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
- 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
- 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
- Subsampling (weighted smooth) empirical copula processes
- Change-point problems for multivariate time series using pseudo-observations
- Multiplier bootstrap of tail copulas with applications
- Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets
- Estimation of risk measures in energy portfolios using modern copula techniques
- Some applications of the strong approximation of the integrated empirical copula processes
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