Pages that link to "Item:Q5093932"
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The following pages link to Nonparametric bootstrap tests for independence of generalized errors (Q5093932):
Displaying 10 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Testing procedures for detection of linear dependencies in efficiency models (Q1027448) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- (Q3157552) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)
- Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)