Punzo, Antonio; Bagnato, Luca Dimension-wise scaled normal mixtures with application to finance and biometry. (English) Zbl 1493.62321 J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{A. Punzo} and \textit{L. Bagnato}, J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022; Zbl 1493.62321) Full Text: DOI
Zhang, Shulin; Zhou, Qian M.; Lin, Huazhen Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (English) Zbl 1478.62274 Stat. Pap. 62, No. 4, 1697-1721 (2021). MSC: 62M10 62G10 62H05 62G20 62P20 PDFBibTeX XMLCite \textit{S. Zhang} et al., Stat. Pap. 62, No. 4, 1697--1721 (2021; Zbl 1478.62274) Full Text: DOI
Jaser, Miriam; Min, Aleksey On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity. (English) Zbl 1505.62479 Comput. Stat. 36, No. 3, 1845-1870 (2021). MSC: 62H05 62G10 62H15 62P05 PDFBibTeX XMLCite \textit{M. Jaser} and \textit{A. Min}, Comput. Stat. 36, No. 3, 1845--1870 (2021; Zbl 1505.62479) Full Text: DOI
Junker, Robert R.; Griessenberger, Florian; Trutschnig, Wolfgang Estimating scale-invariant directed dependence of bivariate distributions. (English) Zbl 1510.62253 Comput. Stat. Data Anal. 153, Article ID 107058, 22 p. (2021). MSC: 62H20 62H05 62G20 PDFBibTeX XMLCite \textit{R. R. Junker} et al., Comput. Stat. Data Anal. 153, Article ID 107058, 22 p. (2021; Zbl 1510.62253) Full Text: DOI
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Berghaus, Betina; Segers, Johan Weak convergence of the weighted empirical beta copula process. (English) Zbl 1404.62049 J. Multivariate Anal. 166, 266-281 (2018). Reviewer: Jaromír Antoch (Praha) MSC: 62G32 62H05 60F05 62G10 62G20 PDFBibTeX XMLCite \textit{B. Berghaus} and \textit{J. Segers}, J. Multivariate Anal. 166, 266--281 (2018; Zbl 1404.62049) Full Text: DOI arXiv
Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël Smooth copula-based estimation of the conditional density function with a single covariate. (English) Zbl 1368.62080 J. Multivariate Anal. 159, 39-48 (2017). MSC: 62G05 62G07 62H05 62G20 PDFBibTeX XMLCite \textit{P. Janssen} et al., J. Multivariate Anal. 159, 39--48 (2017; Zbl 1368.62080) Full Text: DOI Link
Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu The empirical beta copula. (English) Zbl 1360.62237 J. Multivariate Anal. 155, 35-51 (2017). MSC: 62G20 62G30 62H05 PDFBibTeX XMLCite \textit{J. Segers} et al., J. Multivariate Anal. 155, 35--51 (2017; Zbl 1360.62237) Full Text: DOI arXiv Link
Di Bernardino, Elena; Rullière, Didier On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (English) Zbl 1287.62005 Depend. Model. 1, 1-36 (2013). MSC: 62H05 62G05 62G20 62H12 65C60 PDFBibTeX XMLCite \textit{E. Di Bernardino} and \textit{D. Rullière}, Depend. Model. 1, 1--36 (2013; Zbl 1287.62005) Full Text: DOI
Brahimi, Brahim; Necir, Abdelhakim A semiparametric estimation of copula models based on the method of moments. (English) Zbl 1365.62114 Stat. Methodol. 9, No. 4, 467-477 (2012). MSC: 62G05 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{B. Brahimi} and \textit{A. Necir}, Stat. Methodol. 9, No. 4, 467--477 (2012; Zbl 1365.62114) Full Text: DOI arXiv
Kojadinovic, Ivan; Yan, Jun A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. (English) Zbl 1323.62035 Scand. J. Stat. 39, No. 3, 480-496 (2012). MSC: 62G10 62G09 62G20 62G32 62H05 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{J. Yan}, Scand. J. Stat. 39, No. 3, 480--496 (2012; Zbl 1323.62035) Full Text: DOI
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun A goodness-of-fit test for bivariate extreme-value copulas. (English) Zbl 1284.62331 Bernoulli 17, No. 1, 253-275 (2011). MSC: 62H15 62F10 62F40 62G05 62G20 62H05 PDFBibTeX XMLCite \textit{C. Genest} et al., Bernoulli 17, No. 1, 253--275 (2011; Zbl 1284.62331) Full Text: DOI arXiv
Gijbels, Irène; Omelka, Marek; Sznajder, Dominik Positive quadrant dependence tests for copulas. (English. French summary) Zbl 1349.62152 Can. J. Stat. 38, No. 4, 555-581 (2010). MSC: 62G10 62H05 62G20 PDFBibTeX XMLCite \textit{I. Gijbels} et al., Can. J. Stat. 38, No. 4, 555--581 (2010; Zbl 1349.62152) Full Text: DOI
Omelka, Marek; Gijbels, Irène; Veraverbeke, Noël Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing. (English) Zbl 1360.62160 Ann. Stat. 37, No. 5B, 3023-3058 (2009). MSC: 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{M. Omelka} et al., Ann. Stat. 37, No. 5B, 3023--3058 (2009; Zbl 1360.62160) Full Text: DOI arXiv