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Testing for equality between two copulas

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References

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Cited by

2009A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems118 cited
2011Tests of symmetry for bivariate copulas113 cited
2011Fast large-sample goodness-of-fit tests for copulas101 cited
2013Empirical and sequential empirical copula processes under serial dependence80 cited
2012Copula-based semiparametric models for multivariate time series76 cited

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2010A note on bootstrap approximations for the empirical copula process72 cited

2017Asymptotic behavior of the empirical multilinear copula process under broad conditions62 cited

2014Detecting changes in cross-sectional dependence in multivariate time series61 cited

2015A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing56 cited

2010Goodness-of-Fit Tests for Copulas of Multivariate Time Series56 cited

2012On the strong approximation of bootstrapped empirical copula processes with applications54 cited

2017Goodness-of-Fit Tests for Copulas of Multivariate Time Series54 cited

2009Asymptotic properties of the Bernstein density copula estimator for α -mixing data51 cited

2011Large-sample tests of extreme-value dependence for multivariate copulas48 cited

2017About tests of the “simplifying” assumption for conditional copulas45 cited

2012Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique43 cited