Asymptotically distribution-free goodness-of-fit testing for tail copulas-Reference-Cited by-同舟云学术

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Asymptotically distribution-free goodness-of-fit testing for tail copulas

Published:2015-04-01 Issue:2 Volume:43 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Can Sami Umut,Einmahl John H. J.,Khmaladze Estate V.,Laeven Roger J. A.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aos/1427115290

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Smooth test for equality of copulas;Electronic Journal of Statistics;2024-01-01

2. Two-Sample Testing for Tail Copulas with an Application to Equity Indices;Journal of Business & Economic Statistics;2023-02-06

3. Multiple block sizes and overlapping blocks for multivariate time series extremes;The Annals of Statistics;2021-02-01

4. Two-Sample Testing for Tail Copulas with an Application to Equity Indices;SSRN Electronic Journal;2021

5. Goodness-of-fit testing for copulas: A distribution-free approach;Bernoulli;2020-11-01

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