Pages that link to "Item:Q4337163"

The following pages link to Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163):

Displaying 32 items.

• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• On Cramér-von Mises type test based on local time of switching diffusion process (Q622427) (← links)
• On the goodness-of-fit testing for a switching diffusion process (Q639631) (← links)
• Asymptotics of an empirical bridge of regression on induced order statistics (Q779157) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
• A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests (Q1194603) (← links)
• On the limiting distribution of and critical values for an origin- invariant bivariate Cramér - von Mises-type statistic (Q1332890) (← links)
• Testing extreme value conditions (Q1424668) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
• A statistical test for the Zipf's law by deviations from the Heaps' law (Q2279491) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• Goodness-of-fit test for switching diffusion (Q2430994) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
• Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
• Asymptotics of Sums of Residuals of One-Parameter Linear Regression on Order Statistics (Q2944443) (← links)
• Testing the equality among distribution functions from independent and right censored samples via Cramér–von Mises criterion (Q5124833) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
• Weighted Multivariate Tests of Independence (Q5438312) (← links)
• Goodness of Fit Test and Latent Distribution Estimation in the Mixed Rasch Model (Q5484675) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
• A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)