Pages that link to "Item:Q1769785"

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

Displaying 50 items.

• A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
• On the covariance of the asymptotic empirical copula process (Q979237) (← links)
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
• Testing for equality between two copulas (Q1000568) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• A test of independence in some copula models (Q1019534) (← links)
• Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• Rank correlation under categorical confounding (Q1690084) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Nonparametric measures of dependence for biometric data studies (Q1776852) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• Jackknife empirical likelihood method for copulas (Q1944367) (← links)
• A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
• Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
• Measures of radial asymmetry for bivariate random vectors (Q1956340) (← links)
• Geometry of discrete copulas (Q2001094) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
• Dependence structure estimation using copula recursive trees (Q2048120) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• Model selection of copulas: AIC versus a cross validation copula information criterion (Q2251716) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Validation of association (Q2306090) (← links)
• A copula based ICA algorithm and its application to time series clustering (Q2317172) (← links)
• Hybrid copula estimators (Q2344382) (← links)
• Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
• Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
• Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula (Q2398405) (← links)
• Extensions of subcopulas (Q2400638) (← links)
• Some hypothesis tests based on random projection (Q2403410) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)