Pages that link to "Item:Q5266568"

The following pages link to Testing independence based on Bernstein empirical copula and copula density (Q5266568):

Displaying 14 items.

• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
• Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (Q2228222) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function (Q4960707) (← links)
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test (Q5033941) (← links)
• Bivariate two sample test based on exceedance statistics (Q5088122) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Testing symmetry for bivariate copulas using Bernstein polynomials (Q6063159) (← links)
• On the weighted tests of independence based on Bernstein empirical copula (Q6171311) (← links)
• Testing bivariate independence based on <i>α</i> -divergence by improved probit transformation method for copula density estimation (Q6544965) (← links)
• Bernstein copula characteristic function (Q6588678) (← links)
• Measuring Granger Causality in Quantiles (Q6617814) (← links)