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

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References

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Cited by

2012On the strong approximation of bootstrapped empirical copula processes with applications54 cited
2017Testing independence based on Bernstein empirical copula and copula density35 cited
2022Statistical Dependence: Beyond Pearson’s ρ34 cited
2014Additive models for conditional copulas31 cited
2010Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions30 cited
2022Testing the simplifying assumption in high-dimensional vine copulas24 cited

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2016Nonparametric testing for no covariate effects in conditional copulas22 cited

2019An empirical analysis of competitive nonlinear pricing8 cited