The following pages link to Goodness-of-fit tests for copulas (Q558063):
Displaying 50 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- Time-dependent copulas (Q443766) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- On the construction of nested Archimedean copulas for \(d\)-monotone generators (Q893902) (← links)
- Modelling dependence (Q939341) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications (Q1680796) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Goodness-of-fit tests for elliptical and independent copulas through projection pursuit (Q1736481) (← links)
- A goodness-of-fit test for copula densities (Q1761542) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- Generalized multivariate Gumbel distributions -- dependence, aging properties and applications (Q2014436) (← links)
- Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model (Q2051651) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
