SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Test of independence and randomness based on the empirical copula process · Study

ArticleShelves

ArticleTest of independence and randomness based on the empirical copula process

Christian Genest2004

Article2004

Test of independence and randomness based on the empirical copula process

Christian Genest · Bruno Rémillard

272 citations·0/0 files stored·Test

No readable copy stored yet — this record is metadata only.

Financial Risk and Volatility Modeling Probability and Statistical Research Statistical Methods and Inference

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 272 citations exist upstream.

References

1999An Introduction to Copulas 2001Correlation and Dependence 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données 2001Correlation and Dependence

Cited by

2012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions 2006Multivariate extensions of Spearman's rho and related statistics 2011On the least squares estimation of multiple-regime threshold autoregressive models 2006Multivariate conditional versions of Spearman's rho and related measures of tail dependence 2015Environmental contours using copulas 2017Probit transformation for nonparametric kernel estimation of the copula density 2007Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence 2010Copula-Based Measures of Multivariate Association

Details

Year2004

Typearticle

Published2004-12-01

VenueTest

ISSN-L1133-0686

Languageen

Citations272

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/bf02595777

openalex_workW2143512982

Links

Imported from OpenAlex (CC0) — nothing here is generated.