Pages that link to "Item:Q5190580"
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The following pages link to A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580):
Displaying 17 items.
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Decomposable pseudodistances and applications in statistical estimation (Q447622) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data (Q5036930) (← links)
- Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
- On the weighted tests of independence based on Bernstein empirical copula (Q6171311) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
- Asymptotic properties of conditional <i>U</i> -statistics using delta sequences (Q6573024) (← links)
- Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)
