Pages that link to "Item:Q2387481"

The following pages link to Tests of independence and randomness based on the empirical copula process (Q2387481):

Displaying 50 items.

• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta (Q2226323) (← links)
• Forecasting time series with multivariate copulas (Q2351202) (← links)
• A new test of independence for bivariate observations (Q2401357) (← links)
• Optimal detection of weak positive latent dependence between two sequences of multiple tests (Q2401361) (← links)
• Independence tests for continuous random variables based on the longest increasing subsequence (Q2443261) (← links)
• Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
• Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages (Q2445577) (← links)
• Nonparametric tests of independence between random vectors (Q2474244) (← links)
• Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
• Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (Q2677124) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
• A method for constructing higher-dimensional copulas (Q2892910) (← links)
• Measurement error correction by exploiting gene-environment independence in family-based case control studies (Q2911664) (← links)
• The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
• Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
• Kendall's 𝒲 Reconsidered (Q3085314) (← links)
• (Q3098520) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• GSH Dependence Modeling with an Application to Risk Management (Q3167840) (← links)
• American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
• (Q4636983) (← links)
• Independent block identification in multivariate time series (Q4997685) (← links)
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test (Q5033941) (← links)
• Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
• New non-parametric tests for independence (Q5107776) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)
• Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
• Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
• Locally most powerful rank tests of independence for copula models (Q5460695) (← links)
• A Primer on Copulas for Count Data (Q5505913) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
• Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
• Discussion of: Brownian distance covariance (Q5966379) (← links)
• On the distribution of Gini’s rank association index (Q6053877) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model (Q6138629) (← links)
• Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data (Q6143882) (← links)
• Distributed testing on mutual independence of massive multivariate data (Q6170105) (← links)
• On the weighted tests of independence based on Bernstein empirical copula (Q6171311) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
• The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)
• Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Additive models for conditional copulas (Q6537804) (← links)