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There are 25042 results for: content related to: Positive quadrant dependence testing and constrained copula estimation

  1. Positive quadrant dependence tests for copulas

    Canadian Journal of Statistics

    Volume 38, Issue 4, December 2010, Pages: 555–581, Irène Gijbels, Marek Omelka and Dominik Sznajder

    Version of Record online : 19 OCT 2010, DOI: 10.1002/cjs.10088

  2. Multivariate Kendall's tau for change-point detection in copulas

    Canadian Journal of Statistics

    Volume 41, Issue 1, March 2013, Pages: 65–82, Jean-François Quessy, Mériem Saïd and Anne-Catherine Favre

    Version of Record online : 7 SEP 2012, DOI: 10.1002/cjs.11150

  3. Pair-copula constructions for non-Gaussian DAG models

    Canadian Journal of Statistics

    Volume 40, Issue 1, March 2012, Pages: 86–109, Alexander Bauer, Claudia Czado and Thomas Klein

    Version of Record online : 14 FEB 2012, DOI: 10.1002/cjs.10131

  4. Objective Bayesian analysis of spatial data with uncertain nugget and range parameters

    Canadian Journal of Statistics

    Volume 40, Issue 2, June 2012, Pages: 304–327, Hannes Kazianka and Jürgen Pilz

    Version of Record online : 17 MAY 2012, DOI: 10.1002/cjs.11132

  5. Large deviations of multiclass M/G/1 queues

    Canadian Journal of Statistics

    Volume 37, Issue 3, September 2009, Pages: 327–346, André Dabrowski, Jiyeon Lee and David R. McDonald

    Version of Record online : 27 JUL 2009, DOI: 10.1002/cjs.10026

  6. On quasi-likelihood estimation for branching processes with immigration

    Canadian Journal of Statistics

    Volume 38, Issue 2, June 2010, Pages: 290–313, Brajendra Sutradhar, Alwell J. Oyet and Veeresh G. Gadag

    Version of Record online : 22 MAY 2010, DOI: 10.1002/cjs.10059

  7. On the identifiability of copulas in bivariate competing risks models

    Canadian Journal of Statistics

    Volume 41, Issue 2, June 2013, Pages: 291–303, Maik Schwarz, Geurt Jongbloed and Ingrid Van Keilegom

    Version of Record online : 8 APR 2013, DOI: 10.1002/cjs.11179

  8. On testing for independence between the innovations of several time series

    Canadian Journal of Statistics

    Volume 40, Issue 3, September 2012, Pages: 447–479, Pierre Duchesne, Kilani Ghoudi and Bruno Rémillard

    Version of Record online : 16 JUL 2012, DOI: 10.1002/cjs.11141

  9. Bayesian model selection for D-vine pair-copula constructions

    Canadian Journal of Statistics

    Volume 39, Issue 2, June 2011, Pages: 239–258, Aleksey Min and Claudia Czado

    Version of Record online : 23 MAY 2011, DOI: 10.1002/cjs.10098

  10. Truncated regular vines in high dimensions with application to financial data

    Canadian Journal of Statistics

    Volume 40, Issue 1, March 2012, Pages: 68–85, E. C. Brechmann, C. Czado and K. Aas

    Version of Record online : 14 FEB 2012, DOI: 10.1002/cjs.10141

  11. On minimum Hellinger distance estimation

    Canadian Journal of Statistics

    Volume 37, Issue 4, December 2009, Pages: 514–533, Jingjing Wu and Rohana J. Karunamuni

    Version of Record online : 5 OCT 2009, DOI: 10.1002/cjs.10042

  12. On a new goodness-of-fit process for families of copulas

    Canadian Journal of Statistics

    Volume 37, Issue 1, March 2009, Pages: 80–101, Mhamed Mesfioui, Jean-François Quessy and Marie-Hélène Toupin

    Version of Record online : 30 MAR 2009, DOI: 10.1002/cjs.10006

  13. Analyzing panel count data with a dependent observation process and a terminal event

    Canadian Journal of Statistics

    Volume 41, Issue 1, March 2013, Pages: 174–191, Hui Zhao, Yang Li and Jianguo Sun

    Version of Record online : 23 AUG 2012, DOI: 10.1002/cjs.11143

  14. On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence

    Canadian Journal of Statistics

    Volume 37, Issue 4, December 2009, Pages: 534–552, Noomen Ben Ghorbal, Christian Genest and Johanna Nešlehová

    Version of Record online : 7 AUG 2009, DOI: 10.1002/cjs.10034

  15. New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation

    Canadian Journal of Statistics

    Volume 37, Issue 1, March 2009, Pages: 119–139, Chunming Zhang, Yuan Jiang and Zuofeng Shang

    Version of Record online : 30 MAR 2009, DOI: 10.1002/cjs.10005

  16. Some notes on poisson limits for empirical point processes

    Canadian Journal of Statistics

    Volume 37, Issue 3, September 2009, Pages: 347–360, André Dabrowski, Gail Ivanoff and Rafał Kulik

    Version of Record online : 27 JUL 2009, DOI: 10.1002/cjs.10027

  17. A cluster-sample approach for Monte Carlo integration using multiple samplers

    Canadian Journal of Statistics

    Volume 41, Issue 1, March 2013, Pages: 151–173, Zhiqiang Tan

    Version of Record online : 24 AUG 2012, DOI: 10.1002/cjs.11147

  18. Large-sample tests of extreme-value dependence for multivariate copulas

    Canadian Journal of Statistics

    Volume 39, Issue 4, December 2011, Pages: 703–720, Ivan Kojadinovic, Johan Segers and Jun Yan

    Version of Record online : 6 JUL 2011, DOI: 10.1002/cjs.10110

  19. Nonparametric regression with cross-classified responses

    Canadian Journal of Statistics

    Volume 39, Issue 4, December 2011, Pages: 591–609, Chong Gu and Ping Ma

    Version of Record online : 30 SEP 2011, DOI: 10.1002/cjs.10125

  20. Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap

    Canadian Journal of Statistics

    Volume 40, Issue 3, September 2012, Pages: 480–500, Ivan Kojadinovic and Jun Yan

    Version of Record online : 3 JUL 2012, DOI: 10.1002/cjs.11135