Seo, Juwon Tests of stochastic monotonicity with improved power. (English) Zbl 1452.62321 J. Econom. 207, No. 1, 53-70 (2018). MSC: 62G10 62E20 62G30 PDFBibTeX XMLCite \textit{J. Seo}, J. Econom. 207, No. 1, 53--70 (2018; Zbl 1452.62321) Full Text: DOI
Saïda, Abdallah Ben; Prigent, Jean-Luc On the diversity score: a copula approach. (English) Zbl 1369.62284 Statistics 51, No. 1, 188-204 (2017). MSC: 62P05 91G70 91G40 PDFBibTeX XMLCite \textit{A. B. Saïda} and \textit{J.-L. Prigent}, Statistics 51, No. 1, 188--204 (2017; Zbl 1369.62284) Full Text: DOI
Lu, Hongyuan; Pang, Guodong Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic. (English) Zbl 1342.60157 Math. Oper. Res. 41, No. 2, 560-595 (2016). MSC: 60K25 60F17 60F05 60G15 60J75 60G44 90B22 PDFBibTeX XMLCite \textit{H. Lu} and \textit{G. Pang}, Math. Oper. Res. 41, No. 2, 560--595 (2016; Zbl 1342.60157) Full Text: DOI Link
Bücher, Axel A note on weak convergence of the sequential multivariate empirical process under strong mixing. (English) Zbl 1330.60057 J. Theor. Probab. 28, No. 3, 1028-1037 (2015). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60F05 60G10 62G30 PDFBibTeX XMLCite \textit{A. Bücher}, J. Theor. Probab. 28, No. 3, 1028--1037 (2015; Zbl 1330.60057) Full Text: DOI arXiv
Segers, Johan Hybrid copula estimators. (English) Zbl 1311.62076 J. Stat. Plann. Inference 160, 23-34 (2015). MSC: 62H05 60F17 PDFBibTeX XMLCite \textit{J. Segers}, J. Stat. Plann. Inference 160, 23--34 (2015; Zbl 1311.62076) Full Text: DOI arXiv
Bücher, Axel; Segers, Johan; Volgushev, Stanislav When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. (English) Zbl 1323.60038 Ann. Stat. 42, No. 4, 1598-1634 (2014). MSC: 60F05 60F25 62G30 62G32 62J05 62M09 PDFBibTeX XMLCite \textit{A. Bücher} et al., Ann. Stat. 42, No. 4, 1598--1634 (2014; Zbl 1323.60038) Full Text: DOI arXiv Euclid
Berghaus, Betina; Bücher, Axel Nonparametric tests for tail monotonicity. (English) Zbl 1293.62096 J. Econom. 180, No. 2, 117-126 (2014). MSC: 62G10 62P20 91B82 PDFBibTeX XMLCite \textit{B. Berghaus} and \textit{A. Bücher}, J. Econom. 180, No. 2, 117--126 (2014; Zbl 1293.62096) Full Text: DOI Link
Dobric, Jadran; Frahm, Gabriel; Schmid, Friedrich Dependence of stock returns in bull and bear markets. (English) Zbl 06297674 Depend. Model. 1, 94-110 (2013). MSC: 62H20 62P05 PDFBibTeX XMLCite \textit{J. Dobric} et al., Depend. Model. 1, 94--110 (2013; Zbl 06297674) Full Text: DOI
Bücher, Axel; Volgushev, Stanislav Empirical and sequential empirical copula processes under serial dependence. (English) Zbl 1277.62223 J. Multivariate Anal. 119, 61-70 (2013). MSC: 62M99 62M10 60F05 62G05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{S. Volgushev}, J. Multivariate Anal. 119, 61--70 (2013; Zbl 1277.62223) Full Text: DOI arXiv
Bücher, Axel; Ruppert, Martin Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. (English) Zbl 1277.62207 J. Multivariate Anal. 116, 208-229 (2013). MSC: 62M10 62G08 62G10 60F05 62H05 65C05 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{M. Ruppert}, J. Multivariate Anal. 116, 208--229 (2013; Zbl 1277.62207) Full Text: DOI arXiv
Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric Copula-based semiparametric models for multivariate time series. (English) Zbl 1281.62136 J. Multivariate Anal. 110, 30-42 (2012). MSC: 62H12 62H15 60G10 60J05 PDFBibTeX XMLCite \textit{B. Rémillard} et al., J. Multivariate Anal. 110, 30--42 (2012; Zbl 1281.62136) Full Text: DOI
Fermanian, Jean-David; Wegkamp, Marten H. Time-dependent copulas. (English) Zbl 1352.62073 J. Multivariate Anal. 110, 19-29 (2012). MSC: 62H05 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{J.-D. Fermanian} and \textit{M. H. Wegkamp}, J. Multivariate Anal. 110, 19--29 (2012; Zbl 1352.62073) Full Text: DOI
Gaißer, Sandra; Ruppert, Martin; Schmid, Friedrich A multivariate version of Hoeffding’s phi-square. (English) Zbl 1198.62056 J. Multivariate Anal. 101, No. 10, 2571-2586 (2010). MSC: 62H20 62H05 62G05 62G09 65C60 60F05 62G20 PDFBibTeX XMLCite \textit{S. Gaißer} et al., J. Multivariate Anal. 101, No. 10, 2571--2586 (2010; Zbl 1198.62056) Full Text: DOI