Pages that link to "Item:Q1019534"
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The following pages link to A test of independence in some copula models (Q1019534):
Displaying 16 items.
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Positive quadrant dependence tests for copulas (Q3086514) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data (Q5036930) (← links)
- A covariance-based test for shared frailty in multivariate lifetime data (Q5127114) (← links)
- A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580) (← links)
- Locally most powerful rank tests of independence for copula models (Q5460695) (← links)
