Rank Estimators Of Scores For Testing Independence
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DOI: 10.1524/strm.1985.3.34.239
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Cited by:
- Gery Geenens & Arthur Charpentier & Davy Paindaveine, 2014. "Probit Transformation for Nonparametric Kernel Estimation of the Copula Density," Working Papers ECARES ECARES 2014-23, ULB -- Universite Libre de Bruxelles.
- Genest, Christian & Masiello, Esterina & Tribouley, Karine, 2009. "Estimating copula densities through wavelets," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 170-181, April.
- Wolfgang Kössler & Egmar Rödel, 2007. "The Asymptotic Efficacies and Relative Efficiencies of Various Linear Rank Tests for Independence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(1), pages 3-28, February.
- Scaillet, Olivier, 2007.
"Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters,"
Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 533-543, March.
- Olivier Scaillet, 2005. "Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters," FAME Research Paper Series rp145, International Center for Financial Asset Management and Engineering.
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