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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - 2021
Persistent link: https://www.econbiz.de/10012586114
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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
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A simple asymtotic analysis of residual-based statistics
Andreou, Elena (contributor); Werker, Bas J. M. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
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Testing for a threshold in models with endogenous regressors
Rothfelder, Mario; Boldea, Otilia - 2019
Persistent link: https://www.econbiz.de/10012116603
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Testing for mean-coherent regular risk spanning
Melenberg, Bertrand (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003096956
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Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - 2017
Persistent link: https://www.econbiz.de/10011764588
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An alternative asymptotic analysis of residual-based statistics
Andreou, Elena (contributor); Werker, Bas J. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002117914
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Testing for a threshold in models with endogenous regressors
Rothfelder, Mario; Boldea, Otilia - 2016
Persistent link: https://www.econbiz.de/10011526220
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Convergence of archimedean copulas
Charpentier, Arthur (contributor); Segers, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003314853