Copula, Cramér-von Mises statistic, empirical process, Möbius inversion formula, pseudo-observations, semi-parametric models, serial dependence, tesis of independence, 60F05, 2E20,
At the heart of the copula methodology in statistics is the idea of separating marginal distribution...
summary:In this paper we analyze some properties of the empirical diagonal and we obtain its exact d...
The empirical copula has proved to be useful in the construction and understanding of many statistic...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...
Very often the aim of statistical analysis is to identify dependencies among variables. More and mo...
AbstractDeheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the...
Tests of multivariate independence may rely on asymptotically independent Cramér-von Mises statistic...
We develop a test of equality between two dependence structures estimated through empirical copulas....
We develop a test of equality between two dependence structures esti- mated through empirical copula...
International audienceThis paper proposes a semi-parametric test of independence (or serial independ...
New statistics are proposed for testing the hypothesis that two non-continuous random variables are ...
New statistics are proposed for testing the hypothesis that arbitrary random variables are mutually ...
This dissertation contributes to the theory and the applications of copulas to problems in economics...
At the heart of the copula methodology in statistics is the idea of separating marginal distribution...
There are several tests for testing independence of two variables, but a shortage of tests that can ...
At the heart of the copula methodology in statistics is the idea of separating marginal distribution...
summary:In this paper we analyze some properties of the empirical diagonal and we obtain its exact d...
The empirical copula has proved to be useful in the construction and understanding of many statistic...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...
Very often the aim of statistical analysis is to identify dependencies among variables. More and mo...
AbstractDeheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the...
Tests of multivariate independence may rely on asymptotically independent Cramér-von Mises statistic...
We develop a test of equality between two dependence structures estimated through empirical copulas....
We develop a test of equality between two dependence structures esti- mated through empirical copula...
International audienceThis paper proposes a semi-parametric test of independence (or serial independ...
New statistics are proposed for testing the hypothesis that two non-continuous random variables are ...
New statistics are proposed for testing the hypothesis that arbitrary random variables are mutually ...
This dissertation contributes to the theory and the applications of copulas to problems in economics...
At the heart of the copula methodology in statistics is the idea of separating marginal distribution...
There are several tests for testing independence of two variables, but a shortage of tests that can ...
At the heart of the copula methodology in statistics is the idea of separating marginal distribution...
summary:In this paper we analyze some properties of the empirical diagonal and we obtain its exact d...
The empirical copula has proved to be useful in the construction and understanding of many statistic...
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