TwoCop
From MaRDI portal
Software:24288
No author found.
Source code repository: https://github.com/cran/TwoCop
Related Items (65)
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing ⋮ A general framework for testing homogeneity hypotheses about copulas ⋮ Detecting breaks in the dependence of multivariate extreme-value distributions ⋮ A consistent statistical test based on bivariate random samples ⋮ Estimation of risk measures in energy portfolios using modern copula techniques ⋮ Nonparametric estimation of pair-copula constructions with the empirical pair-copula ⋮ Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks ⋮ Some copula inference procedures adapted to the presence of ties ⋮ Bivariate two sample test based on exceedance statistics ⋮ Tests of symmetry for bivariate copulas ⋮ Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique ⋮ Empirical and sequential empirical copula processes under serial dependence ⋮ A note on bootstrap approximations for the empirical copula process ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Rank correlation under categorical confounding ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ Test of symmetry based on copula function ⋮ About tests of the ``simplifying assumption for conditional copulas ⋮ A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions ⋮ Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data ⋮ Multiplier bootstrap of tail copulas with applications ⋮ Asymptotics of empirical copula processes under non-restrictive smoothness assumptions ⋮ \(K\)-sample problem using strong approximations of empirical copula processes ⋮ Copula-based semiparametric models for multivariate time series ⋮ A test for Archimedeanity in bivariate copula models ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach ⋮ When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs ⋮ GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS ⋮ On tests of radial symmetry for bivariate copulas ⋮ Nonparametric tests for tail monotonicity ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Fast large-sample goodness-of-fit tests for copulas ⋮ On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes ⋮ A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses ⋮ A note on nonparametric estimation of bivariate tail dependence ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Semiparametric multivariate density estimation for positive data using copulas ⋮ A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ Subsampling (weighted smooth) empirical copula processes ⋮ New measure of the bivariate asymmetry ⋮ Applications and asymptotic power of marginal-free tests of stochastic vectorial independence ⋮ Nonparametric rank-based tests of bivariate extreme-value dependence ⋮ Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment ⋮ Detecting changes in cross-sectional dependence in multivariate time series ⋮ Tests of stochastic monotonicity with improved power ⋮ Nonparametric inference for max-stable dependence ⋮ Testing for equality between two copulas ⋮ Asymptotic total variation tests for copulas ⋮ A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests ⋮ Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets ⋮ Change-point problems for multivariate time series using pseudo-observations ⋮ A note on conditional versus joint unconditional weak convergence in bootstrap consistency results ⋮ Tweedie double GLM loss triangles with dependence within and across business lines ⋮ Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data ⋮ An Overview of the Goodness-of-Fit Test Problem for Copulas ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY ⋮ Strong approximation of empirical copula processes by Gaussian processes ⋮ Conditional independence testing via weighted partial copulas ⋮ Conditional empirical copula processes and generalized measures of association ⋮ Graphical and formal statistical tools for the symmetry of bivariate copulas ⋮ A stochastic order for interval valued random mappings and applications ⋮ Rank-based methods for modeling dependence between loss triangles
This page was built for software: TwoCop
