Pages that link to "Item:Q2274974"
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The following pages link to Subsampling (weighted smooth) empirical copula processes (Q2274974):
Displaying 4 items.
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula (Q2255831) (← links)