Pages that link to "Item:Q1769785"
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The following pages link to Weak convergence of empirical copula processes (Q1769785):
Displaying 36 items.
- On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector (Q5222441) (← links)
- (Q5226051) (← links)
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- A Strong Invariance Theorem of the Tail Empirical Copula Processes (Q5299057) (← links)
- Copula-Based Regression Estimation and Inference (Q5327296) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- The Copula Information Criteria (Q5418635) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Weighted Multivariate Tests of Independence (Q5438312) (← links)
- Nonparametric estimation of copula functions for dependence modelling (Q5442065) (← links)
- Semiparametric estimation in copula models (Q5718587) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
- RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← links)
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics (Q5881045) (← links)
- Uncertainty quantification in complex simulation models using ensemble copula coupling (Q5965044) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
- Wavelet block thresholding for copula density estimation under biased sampling (Q6074364) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
- Sparse M-estimators in semi-parametric copula models (Q6565332) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Nonparametric estimation of the copula function with bivariate twice censored data (Q6596785) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Randomization Tests for Equality in Dependence Structure (Q6617821) (← links)
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)