Pages that link to "Item:Q442074"
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The following pages link to Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074):
Displaying 26 items.
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- The Copula Information Criteria (Q5418635) (← links)
- RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← 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)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- (Q6171076) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula (Q6200944) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Sparse M-estimators in semi-parametric copula models (Q6565332) (← links)
- Nonparametric kernel estimation of conditional copula density (Q6580284) (← links)
- Assessing copula models for mixed continuous-ordinal variables (Q6588433) (← links)
- Bernstein copula characteristic function (Q6588678) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Randomization Tests for Equality in Dependence Structure (Q6617821) (← 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)