Pages that link to "Item:Q2999752"

The following pages link to Fast large-sample goodness-of-fit tests for copulas (Q2999752):

Displaying 28 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
• A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
• From weakly chaotic dynamics to deterministic subdiffusion via copula modeling (Q721787) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Tests of symmetry for bivariate copulas (Q1926005) (← links)
• Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
• A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
• On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← 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)
• Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• (Q5011444) (← links)
• Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Randomization Tests for Equality in Dependence Structure (Q6617821) (← links)