Matches in SemOpenAlex for { <https://semopenalex.org/work/W1494429120> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W1494429120 abstract "We propose a new platform of goodness-of-fit tests for copulas, based on empirical copula processes and nonparametric bootstrap counterparts. The standard Kolmogorov–Smirnov type test for copulas that takes the supremum of the empirical copula process indexed by orthants is extended by test statistics based on the empirical copula process indexed by families of $L_{n}$ disjoint boxes, with $L_{n}$ slowly tending to infinity. Although the underlying empirical process does not converge, the critical values of our new test statistics can be consistently estimated by nonparametric bootstrap techniques, under simple or composite null assumptions. We implemented a particular example of these tests and our simulations confirm that the power of the new procedure is oftentimes higher than the power of the standard Kolmogorov–Smirnov or the Cramér–von Mises tests for copulas." @default.
- W1494429120 created "2016-06-24" @default.
- W1494429120 creator A5006783222 @default.
- W1494429120 creator A5027575424 @default.
- W1494429120 creator A5057473211 @default.
- W1494429120 date "2015-08-01" @default.
- W1494429120 modified "2023-10-16" @default.
- W1494429120 title "Asymptotic total variation tests for copulas" @default.
- W1494429120 cites W1460189015 @default.
- W1494429120 cites W1591997783 @default.
- W1494429120 cites W1989182191 @default.
- W1494429120 cites W1990860515 @default.
- W1494429120 cites W2013656284 @default.
- W1494429120 cites W2015339214 @default.
- W1494429120 cites W2019162516 @default.
- W1494429120 cites W2026721457 @default.
- W1494429120 cites W2030399213 @default.
- W1494429120 cites W2056859194 @default.
- W1494429120 cites W2058763692 @default.
- W1494429120 cites W2058966530 @default.
- W1494429120 cites W2059049776 @default.
- W1494429120 cites W2064186236 @default.
- W1494429120 cites W2067707835 @default.
- W1494429120 cites W2072872252 @default.
- W1494429120 cites W2075734942 @default.
- W1494429120 cites W2076562295 @default.
- W1494429120 cites W2081534887 @default.
- W1494429120 cites W2104203412 @default.
- W1494429120 cites W2113575907 @default.
- W1494429120 cites W2318617170 @default.
- W1494429120 cites W3125094566 @default.
- W1494429120 cites W4232886114 @default.
- W1494429120 cites W4234552994 @default.
- W1494429120 doi "https://doi.org/10.3150/14-bej632" @default.
- W1494429120 hasPublicationYear "2015" @default.
- W1494429120 type Work @default.
- W1494429120 sameAs 1494429120 @default.
- W1494429120 citedByCount "5" @default.
- W1494429120 countsByYear W14944291202017 @default.
- W1494429120 countsByYear W14944291202019 @default.
- W1494429120 countsByYear W14944291202021 @default.
- W1494429120 countsByYear W14944291202023 @default.
- W1494429120 crossrefType "journal-article" @default.
- W1494429120 hasAuthorship W1494429120A5006783222 @default.
- W1494429120 hasAuthorship W1494429120A5027575424 @default.
- W1494429120 hasAuthorship W1494429120A5057473211 @default.
- W1494429120 hasBestOaLocation W14944291201 @default.
- W1494429120 hasConcept C102366305 @default.
- W1494429120 hasConcept C105795698 @default.
- W1494429120 hasConcept C117251300 @default.
- W1494429120 hasConcept C118615104 @default.
- W1494429120 hasConcept C132480984 @default.
- W1494429120 hasConcept C149782125 @default.
- W1494429120 hasConcept C17618745 @default.
- W1494429120 hasConcept C28826006 @default.
- W1494429120 hasConcept C33923547 @default.
- W1494429120 hasConcept C87007009 @default.
- W1494429120 hasConcept C95611797 @default.
- W1494429120 hasConceptScore W1494429120C102366305 @default.
- W1494429120 hasConceptScore W1494429120C105795698 @default.
- W1494429120 hasConceptScore W1494429120C117251300 @default.
- W1494429120 hasConceptScore W1494429120C118615104 @default.
- W1494429120 hasConceptScore W1494429120C132480984 @default.
- W1494429120 hasConceptScore W1494429120C149782125 @default.
- W1494429120 hasConceptScore W1494429120C17618745 @default.
- W1494429120 hasConceptScore W1494429120C28826006 @default.
- W1494429120 hasConceptScore W1494429120C33923547 @default.
- W1494429120 hasConceptScore W1494429120C87007009 @default.
- W1494429120 hasConceptScore W1494429120C95611797 @default.
- W1494429120 hasIssue "3" @default.
- W1494429120 hasLocation W14944291201 @default.
- W1494429120 hasLocation W14944291202 @default.
- W1494429120 hasLocation W14944291203 @default.
- W1494429120 hasOpenAccess W1494429120 @default.
- W1494429120 hasPrimaryLocation W14944291201 @default.
- W1494429120 hasRelatedWork W1985351740 @default.
- W1494429120 hasRelatedWork W2010857194 @default.
- W1494429120 hasRelatedWork W2011903341 @default.
- W1494429120 hasRelatedWork W2262581580 @default.
- W1494429120 hasRelatedWork W2279907612 @default.
- W1494429120 hasRelatedWork W3122880811 @default.
- W1494429120 hasRelatedWork W3123690436 @default.
- W1494429120 hasRelatedWork W3199846336 @default.
- W1494429120 hasRelatedWork W4283706765 @default.
- W1494429120 hasRelatedWork W805009075 @default.
- W1494429120 hasVolume "21" @default.
- W1494429120 isParatext "false" @default.
- W1494429120 isRetracted "false" @default.
- W1494429120 magId "1494429120" @default.
- W1494429120 workType "article" @default.