Visualization and Assessment of Copula Symmetry
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Cites work
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- A test for Archimedeanity in bivariate copula models
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- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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- Modelling asymmetric exchange rate dependence
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Nonparametric Identification of Copula Structures
- On tests of radial symmetry for bivariate copulas
- On the Concept of Depth for Functional Data
- On the covariance of the asymptotic empirical copula process
- Pair-copula constructions of multiple dependence
- Semiparametric estimation in copula models
- Some concepts of bivariate symmetry
- Some new results on the empirical copula estimator with applications
- Test and Visualization of Covariance Properties for Multivariate Spatio-Temporal Random Fields
- Tests of symmetry for bivariate copulas
- The oscillation behavior of empirical processes: The multivariate case
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