Found: 21
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Generalized simulated method-of-moments estimators for multivariate copulas.
- Published in:
- Statistical Papers, 2024, v. 65, n. 8, p. 4811, doi. 10.1007/s00362-024-01574-w
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- Article
The new family of Fisher copulas to model upper tail dependence and radial asymmetry: Properties and application to high‐dimensional rainfall data.
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- Environmetrics, 2018, v. 29, n. 3, p. 1, doi. 10.1002/env.2494
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- Article
Goodness-of-fit tests for copula-based spatial models.
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- Environmetrics, 2017, v. 28, n. 5, p. n/a, doi. 10.1002/env.2445
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- Article
Statistical inference in Lombard's smooth-change model.
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- Environmetrics, 2011, v. 22, n. 7, p. 882, doi. 10.1002/env.1108
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- Article
Graphical and formal statistical tools for the symmetry of bivariate copulas.
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- Canadian Journal of Statistics, 2013, v. 41, n. 4, p. 637, doi. 10.1002/cjs.11193
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- Article
Multivariate Kendall's tau for change-point detection in copulas.
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- Canadian Journal of Statistics, 2013, v. 41, n. 1, p. 65, doi. 10.1002/cjs.11150
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- Article
On a new goodness-of-fit process for families of copulas.
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- Canadian Journal of Statistics, 2009, v. 37, n. 1, p. 80, doi. 10.1002/cjs.10006
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- Article
Comparison of the Spatio-Temporal Variability of Annual Minimum Daily Extreme Flow Characteristics as a Function of Land Use and Dam Management Mode in Quebec, Canada.
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- Water (20734441), 2015, v. 7, n. 3, p. 1232, doi. 10.3390/w7031232
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- Article
On Consistent Nonparametric Statistical Tests of Symmetry Hypotheses.
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- Symmetry (20738994), 2016, v. 8, n. 5, p. 31, doi. 10.3390/sym8050031
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- Article
Kendall's tau-based inference for gradually changing dependence structures.
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- Statistical Papers, 2024, v. 65, n. 4, p. 2033, doi. 10.1007/s00362-023-01471-8
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- Article
On nonparametric tests of multivariate meta-ellipticity.
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- Statistical Papers, 2021, v. 62, n. 5, p. 2283, doi. 10.1007/s00362-020-01189-x
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- Article
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series.
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- Statistical Papers, 2019, v. 60, n. 3, p. 367, doi. 10.1007/s00362-016-0846-8
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- Article
Gradual change-point analysis based on Spearman matrices for multivariate time series.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 3, p. 423, doi. 10.1007/s10463-023-00891-5
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- Article
Testing the constancy of Spearman's rho in multivariate time series.
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- Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 5, p. 929, doi. 10.1007/s10463-015-0520-2
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- Article
Tests of symmetry for bivariate copulas.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 4, p. 811, doi. 10.1007/s10463-011-0337-6
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- Article
Two Bootstrap Strategies for a k-Problem up to Location-Scale with Dependent Samples.
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- Journal of Probability & Statistics, 2014, p. 1, doi. 10.1155/2014/523139
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- Article
Tests of multivariate copula exchangeability based on Lévy measures.
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- Scandinavian Journal of Statistics, 2022, v. 49, n. 3, p. 1215, doi. 10.1111/sjos.12557
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- Article
A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions.
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- Scandinavian Journal of Statistics, 2018, v. 45, n. 2, p. 301, doi. 10.1111/sjos.12300
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- Article
Testing for Bivariate Extreme Dependence Using Kendall's Process.
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- Scandinavian Journal of Statistics, 2012, v. 39, n. 3, p. 497, doi. 10.1111/j.1467-9469.2011.00739.x
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- Article
Local Power Analyses of Goodness-of-fit Tests for Copulas.
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- Scandinavian Journal of Statistics, 2009, v. 36, n. 3, p. 389, doi. 10.1111/j.1467-9469.2009.00643.x
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- Article
Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation.
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- Scandinavian Journal of Statistics, 2006, v. 33, n. 2, p. 337, doi. 10.1111/j.1467-9469.2006.00470.x
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- Article