Pages that link to "Item:Q5712004"

The following pages link to Copula-Based Models for the Power of Independence Tests (Q5712004):

Displaying 13 items.

• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
• Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
• Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Detection of heterogeneous structures on the Gaussian copula model using projective power entropy (Q2510948) (← links)
• A copula-model based semiparametric interaction test under the case-control design (Q2864540) (← links)
• Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Reproducibility probability estimation and testing for the Wilcoxon rank-sum test (Q5220731) (← links)
• Mixtures of Farlie-Gumbel-Morgenstern Copulas (Q5299815) (← links)
• Locally most powerful rank tests of independence for copula models (Q5460695) (← links)