Pages that link to "Item:Q127473"
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The following pages link to Goodness-of-fit tests for copulas: A review and a power study (Q127473):
Displaying 50 items.
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Comparison of stochastic correlation models (Q2314458) (← links)
- Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (Q2323556) (← links)
- Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- On a new absolutely continuous bivariate generalized exponential distribution (Q2353368) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
- Estimation of medical costs by copula models with dynamic change of health status (Q2445362) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- An optimized feature selection technique based on bivariate copulas ``GBCFS'' (Q2687941) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Calculating bivariate orthonormal polynomials by recurrence (Q2802823) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Sample \(d\)-copula of order \(m\) (Q2868777) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Fast large-sample goodness-of-fit tests for copulas (Q2999752) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974) (← links)
- Inverse Probability of Censoring Weighted Estimates of Kendall's τ for Gap Time Analyses (Q3076044) (← links)
- (Q3098520) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
- (Q3605686) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
- Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- A copula-based approach for estimating the survival functions of two alternating recurrent events (Q4960742) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
- Selection of Mixed Copula Model via Penalized Likelihood (Q4975416) (← links)
- Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- (Q4997519) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
