Pages that link to "Item:Q4801846"
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The following pages link to Tests of serial independence based on Kendall's process (Q4801846):
Displaying 12 items.
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Some asymptotic results for the number of generalized records (Q2488469) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- On Kendall's Autocorrelations (Q2920001) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- On blest's measure of rank correlation (Q4457768) (← links)
- Kendall's tau for serial dependence (Q4527901) (← links)
- Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
