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Goodness-of-fit tests for copulas: A review and a power study

Insurance, mathematics & economics, 2009-04, Vol.44 (2), p.199-213

2009

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Testing for equality between two copulas

Journal of multivariate analysis, 2009-03, Vol.100 (3), p.377-386

2009

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NONPARAMETRIC MAXIMUM LIKELIHOOD APPROACH TO MULTIPLE CHANGE-POINT PROBLEMS

The Annals of statistics, 2014-06, Vol.42 (3), p.970-1002

2014

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A framework of change-point detection for multivariate hydrological series

Water resources research, 2015-10, Vol.51 (10), p.8198-8217

2015

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Estimation of a two-component mixture model with applications to multiple testing

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2016-09, Vol.78 (4), p.869-893

2016

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U -statistics based on the Green's function of the Laplacian on the circle and the sphere

Statistics & probability letters, 2007-05, Vol.77 (9), p.863-872

Pycke, J.-R.

2007

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A goodness-of-fit test based on Bézier curve estimation of Kendall distribution

Journal of statistical computation and simulation, 2020-05, Vol.90 (7), p.1194-1215

2020

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cvmgof: an R package for Cramér-von Mises goodness-of-fit tests in regression models

Journal of statistical computation and simulation, 2022-04, Vol.92 (6), p.1246-1266

2022

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Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function

Journal of statistical computation and simulation, 2018-09, Vol.88 (13), p.2589-2599

2018

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A truncated Cramér-von Mises test of normality

Communications in statistics. Theory and methods, 2019-08, Vol.48 (16), p.3956-3975

Kalemkerian, Juan

2019

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Copula goodness-of-fit testing: an overview and power comparison

The European journal of finance, 2009-12, Vol.15 (7-8), p.675-701

Berg, Daniel

2009

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Threshold selection for extremal index estimation

Journal of nonparametric statistics, 2024-07, Vol.36 (3), p.527-546

2024

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Testing independence based on Bernstein empirical copula and copula density

Journal of nonparametric statistics, 2017-04, Vol.29 (2), p.346-380

2017

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Improved Kernel Estimation of Copulas: Weak Convergence and Goodness-of-Fit Testing

The Annals of statistics, 2009-10, Vol.37 (5B), p.3023-3058

2009

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Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process

Journal of multivariate analysis, 2009-07, Vol.100 (6), p.1137-1154

2009

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Two‐sample homogeneity testing: A procedure based on comparing distributions of interpoint distances

Statistical analysis and data mining, 2019-06, Vol.12 (3), p.234-252

2019

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Testing goodness-of-fit for some lifetime distributions with conventional Type-I censoring

Communications in statistics. Simulation and computation, 2017-04, Vol.46 (4), p.2998-3009

2017

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A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

Econometric reviews, 2016-07, Vol.35 (6), p.1111-1141

2016

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General tests of independence based on empirical processes indexed by functions

Statistical methodology, 2014-11, Vol.21, p.59-87

Bouzebda, Salim

2014

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Asymptotic Local Efficiency of Cramér-Von Mises Tests for Multivariate Independence

The Annals of statistics, 2007-02, Vol.35 (1), p.166-191

2007

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An omnibus test of goodness-of-fit for conditional distributions with applications to regression models

Journal of statistical planning and inference, 2012-10, Vol.142 (10), p.2748-2761

2012

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Non-parametric weighted tests for independence based on empirical copula process

Journal of statistical computation and simulation, 2016-01, Vol.86 (1), p.105-121

Medovikov, Ivan

2016

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The Distributional Properties of the Debt to Equity Ratio: Some Implications for Empirical Research

Abacus (Sydney), 2007-06, Vol.43 (2), p.111-135

2007

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Local Power Analyses of Goodness-of-fit Tests for Copulas

Scandinavian journal of statistics, 2009-09, Vol.36 (3), p.389-412

2009

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The Lq - NORM LEARNING FOR ULTRAHIGH-DIMENSIONAL SURVIVAL DATA: AN INTEGRATIVE FRAMEWORK

Statistica Sinica, 2020-07, Vol.30 (3), p.1213-1233

2020

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Goodness-of-fit tests for copulas: A review and a power study

Testing for equality between two copulas

NONPARAMETRIC MAXIMUM LIKELIHOOD APPROACH TO MULTIPLE CHANGE-POINT PROBLEMS

A framework of change-point detection for multivariate hydrological series

Estimation of a two-component mixture model with applications to multiple testing

U -statistics based on the Green's function of the Laplacian on the circle and the sphere

A goodness-of-fit test based on Bézier curve estimation of Kendall distribution

cvmgof: an R package for Cramér-von Mises goodness-of-fit tests in regression models

Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function

A truncated Cramér-von Mises test of normality

Copula goodness-of-fit testing: an overview and power comparison

Threshold selection for extremal index estimation

Testing independence based on Bernstein empirical copula and copula density

Improved Kernel Estimation of Copulas: Weak Convergence and Goodness-of-Fit Testing

Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process

Two‐sample homogeneity testing: A procedure based on comparing distributions of interpoint distances

Testing goodness-of-fit for some lifetime distributions with conventional Type-I censoring

A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

General tests of independence based on empirical processes indexed by functions

Asymptotic Local Efficiency of Cramér-Von Mises Tests for Multivariate Independence

An omnibus test of goodness-of-fit for conditional distributions with applications to regression models

Non-parametric weighted tests for independence based on empirical copula process

The Distributional Properties of the Debt to Equity Ratio: Some Implications for Empirical Research

Local Power Analyses of Goodness-of-fit Tests for Copulas

The Lq - NORM LEARNING FOR ULTRAHIGH-DIMENSIONAL SURVIVAL DATA: AN INTEGRATIVE FRAMEWORK

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