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The Canadian Journal of Statistics / La Revue Canadienne de Statistique, ISSN 0319-5724, 9/2005, Volume 33, Issue 3, pp. 389 - 414
The authors propose pseudo-likelihood ratio tests for selecting semiparametric multivariate copula models in which the marginal distributions are unspecified,... 
Copula functions | Statistical variance | Null hypothesis | Statistical theories | Predictive modeling | Parametric models | Modeling | Estimators | Consistent estimators | Probabilities | Bootstrap | nonnested hypothesis | model misspecification | copula | pseudo‐likelihood ratio test | Copula | Model misspecification | Pseudo-likelihood ratio test | Nonnested hypothesis
Journal Article
Electronic Journal of Statistics, ISSN 1935-7524, 2014, Volume 8, Issue 1, pp. 2207 - 2241
We are concerned with the false discovery rate (FDR) of the linear step-up test phi(LSU) considered by Benjamini and Hochberg (1995). it is well known that... 
Gumbel-Hougaard copula | Clayton copula | Multiple hypotheses testing | P-values | Linear step-up test | Exchangeability | TESTS | exchangeability | NULL | STATISTICS & PROBABILITY | multiple hypotheses testing | linear step-up test | CONVERGENCE | SCALE | STEP-DOWN | PROPORTION | p-values
Journal Article
Statistica Sinica, ISSN 1017-0405, 1/2016, Volume 26, Issue 1, pp. 177 - 204
The modeling of bivariate dependence is usually accomplished with symmetric copula models. However, many examples of datasets show that this hypothesis of... 
Datasets | Copula functions | Null hypothesis | Scatter plots | Logical givens | P values | Random variables | Statistics | Estimators | Perceptron convergence procedure | Multiplier bootstrap | Empirical copula process | Shape hypothesis
Journal Article
Statistica Sinica, ISSN 1017-0405, 4/2011, Volume 21, Issue 2, pp. 841 - 871
Journal Article
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, ISSN 0319-5724, 3/2013, Volume 41, Issue 1, pp. 36 - 64
Journal Article
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, ISSN 0319-5724, 12/2011, Volume 39, Issue 4, pp. 703 - 720
Journal Article
Statistics, ISSN 0233-1888, 05/2017, Volume 51, Issue 3, pp. 475 - 509
In dependence modelling using conditional copulas, one often imposes the working assumption that the covariate influences the conditional copula solely through... 
nonparametric testing | Conditional copula | Kendall's tau | partial copula | pairwise simplifying assumption | covariate effect | VINES | MULTIVARIATE | STATISTICS & PROBABILITY
Journal Article
Canadian Journal of Statistics, ISSN 0319-5724, 03/2013, Volume 41, Issue 1, pp. 36 - 64
Positive quadrant dependence is a specific dependence structure that is of practical importance in for example modelling dependencies in insurance and... 
Null hypothesis | Quadrants | Constraints | Fires | Insurance | Mathematical models | Resampling | Statistics
Journal Article
Journal of Business & Economic Statistics, ISSN 0735-0015, 10/2007, Volume 25, Issue 4, pp. 377 - 397
Journal Article
Statistica Sinica, ISSN 1017-0405, 1/2010, Volume 20, Issue 1, pp. 441 - 453
Journal Article
Statistics, ISSN 0233-1888, 06/2012, Volume 46, Issue 3, pp. 313 - 324
We introduce a new test of equality between two dependence structures. The new statistics are functionals of a suitably integrated two-sample empirical copula... 
62G30 | two-sample problem | integrated empirical copula process | copula Brownian bridges | 60F17 | strong approximations | DISTRIBUTIONS | STATISTICS | GOODNESS-OF-FIT | MULTIVARIATE | STATISTICS & PROBABILITY | Probability | Mathematics | Functional Analysis | Statistics | Statistics Theory
Journal Article