Pages that link to "Item:Q127473"

The following pages link to Goodness-of-fit tests for copulas: A review and a power study (Q127473):

Displaying 50 items.

• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
• Estimating copula densities through wavelets (Q1017760) (← links)
• On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
• Modelling bivariate lifetime data using copula (Q1616402) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• A novel relative entropy-posterior predictive model checking approach with limited information statistics for latent trait models in sparse \(2^k\) contingency tables (Q1623684) (← links)
• A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Probabilistic slope stability analysis by a copula-based sampling method (Q1663445) (← links)
• About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
• \(D_s\)-optimality in copula models (Q1697867) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• Goodness-of-fit tests for elliptical and independent copulas through projection pursuit (Q1736481) (← links)
• Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
• A goodness-of-fit test for copula densities (Q1761542) (← links)
• Copula-based slope reliability analysis using the failure domain defined by the \(g\)-line (Q1793406) (← links)
• Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
• Unsupervised data classification using pairwise Markov chains with automatic copulas selection (Q1800063) (← links)
• Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• A stress-strength model with dependent variables to measure household financial fragility (Q1934284) (← links)
• A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
• Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
• Copula-based geostatistical modeling of continuous and discrete data including covariates (Q2002020) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• New classes of power series bivariate copulas (Q2012603) (← links)
• Generalized multivariate Gumbel distributions -- dependence, aging properties and applications (Q2014436) (← links)
• Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit (Q2015052) (← links)
• New families of bivariate copulas via unit Weibull distortion (Q2040900) (← links)
• Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (Q2060765) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
• A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
• Selection of mixed copula for association modeling with tied observations (Q2111315) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
• Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
• Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• Bayesian estimation of Archimedean copula-based SUR quantile models (Q2205282) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• On structural properties of an asymmetric copula family and its statistical implication (Q2219344) (← links)
• Downside risks in EU carbon and fossil fuel markets (Q2228623) (← links)
• Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
• On variability and interdependence of local porosity and local tortuosity in porous materials: a case study for sack paper (Q2241608) (← links)
• Crisis and risk dependencies (Q2253371) (← links)
• Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)