The following pages link to Goodness-of-fit tests for copulas (Q558063):
Displaying 50 items.
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Some hypothesis tests based on random projection (Q2403410) (← links)
- Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
- Estimation of medical costs by copula models with dynamic change of health status (Q2445362) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- A model selection test for bivariate failure-time data (Q2886950) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Fast large-sample goodness-of-fit tests for copulas (Q2999752) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- (Q3183816) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
- (Q3552467) (← links)
- Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
- Change analysis of a dynamic copula for measuring dependence in multivariate financial data (Q3564811) (← links)
- (Q3605686) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- Copula Density Estimation by Total Variation Penalized Likelihood (Q3652732) (← links)
- Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
- A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions (Q4578183) (← links)
- A large sample test for one parameter families of copulas (Q4843802) (← links)
- A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
- Selection of Mixed Copula Model via Penalized Likelihood (Q4975416) (← links)
- A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
- A Goodness-of-fit Test for Copulas (Q5080467) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- (Q5226051) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
- (Q5431194) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Nonparametric estimation of copula functions for dependence modelling (Q5442065) (← links)
- The Kolmogorov goodness-of-fit test of independence based on copulas (Q5696258) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (Q5719273) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- A <scp>copula‐based</scp> approach on optimal allocation of hot standbys in series systems (Q6051592) (← links)
- A goodness-of fit improvement based on <i>τ</i>-preserving transformation for semiparametric family of copulas (Q6078233) (← links)
