Pages that link to "Item:Q731720"
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The following pages link to Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720):
Displaying 42 items.
- Some hypothesis tests based on random projection (Q2403410) (← links)
- Testing skew normality via the moment generating function (Q2437885) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- (Q3116885) (← links)
- Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
- Goodness-of-fit tests when parameters are estimated (Q3580455) (← links)
- A BOOTSTRAP TEST OF THE GOODNESS-OF-FIT OF THE MULTIVARIATE TOLERANCE MODEL (Q4787595) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- (Q5077854) (← links)
- A Goodness-of-fit Test for Copulas (Q5080467) (← links)
- Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
- On a new approach to the multi-sample goodness-of-fit problem (Q5082757) (← links)
- Simultaneous arrival of customers to two different queues and modeling dependence via copula approach (Q5085091) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index (Q5147160) (← links)
- Gaussian copula of stable random vectors and application (Q5160582) (← links)
- Graphical lassos for meta‐elliptical distributions (Q5166409) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis (Q5232803) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
- Goodness‐of‐fit Test for Directional Data (Q5413956) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- A <scp>copula‐based</scp> approach on optimal allocation of hot standbys in series systems (Q6051592) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Mathematical assessment of hydrological drought in the mun watershed: incorporating standardized runoff index and archimedes copula functions (Q6544215) (← links)
- Testing bivariate independence based on <i>α</i> -divergence by improved probit transformation method for copula density estimation (Q6544965) (← links)
- The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
- Estimation of nonstrict Archimedean copulas and its application to quantum networks (Q6574647) (← links)
- Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas (Q6589572) (← links)
- Copula-like inference for discrete bivariate distributions with rectangular supports (Q6597257) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Deep echo state networks with uncertainty quantification for spatio-temporal forecasting (Q6626063) (← links)
- Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data (Q6640104) (← links)