10 Treffer für Schlagwort = "Kopula"

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bücher, Axel ; Kojadinovic, Ivan [Dortmund] : SFB 823, 2013

• Empirical and sequential empirical copula processes under serial dependence Bücher, Axel ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• Extreme value copula estimation based on block maxima of a multivariate stationary time series Bücher, Axel ; Segers, Johan [Dortmund] : SFB 823, November 13, 2013

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• Minimum distance estimation of Pickands dependence function for multivariate distributions Berghaus, Betina ; Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, July 27, 2012

• Misspecification in copula-based regression Dette, Holger ; Van Hecke, Ria ; Volgushev, Stanislav [Dortmund] : SFB 823, September 26, 2013

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, 2011

• On the robustness of goodness-of-fit tests for copulas Weiß, Gregor [Dortmund] : SFB 823, 2011

• An order for asymmetry in copulas, and implications for risk management Siburg, Karl Friedrich ; Stehling, Katharina ; Stoimenov, Pavel A. ; Woerner, Jeannette [Dortmund] : SFB 823, November 13, 2013

• A test for Archimedeanity in bivariate copula models Bücher, Axel ; Dette, Holger ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011