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Local efficiency of a Cramér–von Mises test of independence

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References

1999An Introduction to Copulas7,743 cited
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2006An Introduction to Copulas (Springer Series in Statistics)882 cited
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Cited by

2010Nonparametric rank-based tests of bivariate extreme-value dependence38 cited
2009Local Power Analyses of Goodness‐of‐fit Tests for Copulas36 cited
2017Testing independence based on Bernstein empirical copula and copula density35 cited
2013Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas34 cited
2020Dynamics and causality in distribution between spot and future precious metals: A copula approach27 cited

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2021

Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?

14 cited