Pages that link to "Item:Q3552960"
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The following pages link to Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960):
Displaying 17 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)
- A review of copula models for economic time series (Q443763) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- A large sample test for one parameter families of copulas (Q4843802) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Locally most powerful rank tests of independence for copula models (Q5460695) (← links)
- Copula-Based Models for the Power of Independence Tests (Q5712004) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Is a Normal Copula the Right Copula? (Q6626311) (← links)
