A note on testing independence by a copula-based order selection approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-012-0294-2.pdf
Reference50 articles.
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2. Aerts M, Claeskens G, Hart JD (2000) Testing lack of fit in multiple regression. Biometrika 87:405–424
3. Autin F, Le Pennec E, Tribouley K (2010) Thresholding methods to estimate copula density. J Multivar Anal 101:200–222
4. Baringhaus L (1994) On a modification of the Hoeffding–Blum–Kiefer–Rosenblatt independence criterion. Commun Stat, Simul Comput 23:683–689
5. Beare BK (2010) Copulas and temporal dependence. Econometrica 78:395–410
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