Some copula inference procedures adapted to the presence of ties
DOI10.1016/j.csda.2017.02.006zbMath1464.62104arXiv1609.05519OpenAlexW2522583873MaRDI QIDQ1654249
Publication date: 7 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.05519
bootstrapexchangeabilitytiesstatistical testsradial symmetrygoodness of fitparametric bootstrapextreme-value dependence
Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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Cites Work
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