Pages that link to "Item:Q442074"
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The following pages link to Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074):
Displaying 50 items.
- Empirical tail copulas for functional data (Q2054523) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- Central limit theorem for subcopulas under the Manhattan distance (Q2075229) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Conditional independence testing via weighted partial copulas (Q2101473) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Directional differentiability for supremum-type functionals: statistical applications (Q2174996) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Spatially homogeneous copulas (Q2304259) (← links)
- Validation of association (Q2306090) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Hybrid copula estimators (Q2344382) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- A censored copula model for micro-level claim reserving (Q2421392) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
- Large sample properties of nonparametric copula estimators under bivariate censoring (Q2953445) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- (Q4636979) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- On the uniform-in-bandwidth consistency of the general conditional<i>U</i>-statistics based on the copula representation (Q5012349) (← links)
- A class of weighted rank correlation measures (Q5013233) (← links)
- Efficient semiparametric copula estimation of regression models with endogeneity (Q5095200) (← links)
- Nonparametric Inference for Copulas and Measures of Dependence Under Length-Biased Sampling and Informative Censoring (Q5120663) (← links)
- Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)
- A copula‐based risk aggregation model (Q5247415) (← links)
