Pages that link to "Item:Q1769785"

The following pages link to Weak convergence of empirical copula processes (Q1769785):

Displaying 50 items.

• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• A note on minimum distance estimation of copula densities (Q2483877) (← links)
• On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
• Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
• Validation of positive quadrant dependence (Q2513454) (← links)
• Asymptotic total variation tests for copulas (Q2515522) (← links)
• Coupling of Wiener processes by using copulas (Q2637369) (← links)
• Approximations of copulas via transformed moments (Q2684963) (← links)
• An empirical process view of inverse regression (Q2821482) (← links)
• Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
• Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
• Sample \(d\)-copula of order \(m\) (Q2868777) (← links)
• Flexible copula density estimation with penalized hierarchical B-splines (Q2868861) (← links)
• New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
• Asymptotic Properties of Generalized Multivariate Rank Statistics (Q2920025) (← links)
• Generalized madogram and pairwise dependence of maxima over two regions of a random field (Q2948107) (← links)
• Large sample properties of nonparametric copula estimators under bivariate censoring (Q2953445) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
• Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
• Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
• COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
• Copulas: A Review and Recent Developments (Q3424143) (← links)
• Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
• Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
• Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
• Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (Q3564992) (← links)
• Nonparametric estimation of the lower tail dependence λ_<i>L</i>in bivariate copulas (Q3591997) (← links)
• On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
• (Q3738451) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING (Q4902541) (← links)
• A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
• (Q4915365) (← links)
• Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
• Nonparametric estimation of risk ratios for bivariate data (Q5051333) (← links)
• Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
• Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
• Distributions associated to the counting techniques of the <i>d</i>-sample copula of order <i>m</i> and weak convergence of the sample process (Q5083876) (← links)
• Estimating checkerboard approximations with sample <i>d</i>-copulas (Q5086373) (← links)
• A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
• Nonparametric Inference for Copulas and Measures of Dependence Under Length-Biased Sampling and Informative Censoring (Q5120663) (← links)
• Do stock returns have an Archimedean copula? (Q5129070) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Bayesian nonparametric estimation of a copula (Q5220707) (← links)
• Non-parametric weighted tests for independence based on empirical copula process (Q5222316) (← links)