Pages that link to "Item:Q3108012"

The following pages link to Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012):

Displaying 25 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• A flexible and tractable class of one-factor copulas (Q340843) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• A moment-based test for extreme-value dependence (Q2392731) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
• Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
• Tests of multivariate copula exchangeability based on Lévy measures (Q5043797) (← links)
• A Test for Truncation Invariant Dependence (Q5348622) (← links)
• Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
• Nonparametric inference for max-stable dependence (Q5962687) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)