Pages that link to "Item:Q2442534"
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The following pages link to Testing tail monotonicity by constrained copula estimation (Q2442534):
Displaying 8 items.
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Validation of positive quadrant dependence (Q2513454) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS (Q4993891) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- A Test for Truncation Invariant Dependence (Q5348622) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)