Pages that link to "Item:Q2295802"
From MaRDI portal
The following pages link to A goodness-of-fit test for copulas based on martingale transformation (Q2295802):
Displaying 6 items.
- Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)