Randomization tests for equality in dependence structure
Year of publication: |
2021
|
---|---|
Authors: | Seo, Juwon |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 4, p. 1026-1037
|
Subject: | Copula | Empirical copula process | Nonparametric inference | Randomization test | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
-
A asymptotic total variation test for copulas
Fermanian, Jean-David, (2013)
-
Mangold, Benedikt, (2015)
-
Nonparametric tests for tail monotonicity
Berghaus, Betina, (2013)
- More ...
-
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES
Cho, Jin Seo, (2021)
-
A Projection Framework for Testing Shape Restrictions That Form Convex Cones
Fang, Zheng, (2021)
-
Time irreversible copula-based Markov models
Beare, Brendan K., (2014)
- More ...