Pages that link to "Item:Q1022309"

The following pages link to Estimation and tests of independence in copula models via divergences (Q1022309):

Displaying 12 items.

• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← 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)
• 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 Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Detection of heterogeneous structures on the Gaussian copula model using projective power entropy (Q2510948) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Locally most powerful rank tests of independence for copula models (Q5460695) (← links)
• Copula-Based Models for the Power of Independence Tests (Q5712004) (← links)