Pages that link to "Item:Q3086514"
From MaRDI portal
The following pages link to Positive quadrant dependence tests for copulas (Q3086514):
Displaying 23 items.
- Confidence band for expectation dependence with applications (Q320286) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion (Q1766988) (← links)
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
- Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Validation of positive quadrant dependence (Q2513454) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE (Q3489107) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- Testing for Positive Quadrant Dependence (Q5055465) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- A Test for Truncation Invariant Dependence (Q5348622) (← links)
- A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
- Testing for positive expectation dependence (Q5963706) (← links)
- A new non-parametric test for testing positive quadrant dependence (Q6141714) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- Connecting copula properties with reliability properties of coherent systems (Q6579558) (← links)
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula (Q6620892) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
