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1
Robustness of multivariate tests
Kariya, Takeaki
-
1981
Persistent link: https://www.econbiz.de/10003596349
Saved in:
2
Goodness-of-fit tests for parametric families of Archimedean copulas
Trede, Mark
;
Savu, Cornelia
-
2004
Persistent link: https://www.econbiz.de/10002688693
Saved in:
3
On binscatter
Cattaneo, Matias D.
;
Crump, Richard K.
;
Farrell, Max H.
; …
- In:
American economic review
114
(
2024
)
5
,
pp. 1488-1514
Persistent link: https://www.econbiz.de/10014525981
Saved in:
4
Goodness-of-fit tests for parametric families of Archimedean copulas
Savu, Cornelia
;
Trede, Mark
-
2004
empirical illustration on the return distribution of the
USA
S&P500 Chemical stocks is given. The results have interesting …
Persistent link: https://www.econbiz.de/10009349860
Saved in:
5
Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Ruppert, Martin
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009511787
Saved in:
6
Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine
;
Hong, Yongmiao
- In:
International economic review
52
(
2011
)
4
,
pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
Saved in:
7
Omnibus tests for multivariate normality of observations and residuals
Urzúa, Carlos M.
-
1995
Persistent link: https://www.econbiz.de/10000923489
Saved in:
8
Multivariate nonparametric tests of independence
Taskinen, Sara
;
Oja, Hannu
;
Randles, Ronald H.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 916-925
Persistent link: https://www.econbiz.de/10003107800
Saved in:
9
Multivariate statistical analysis
Domański, Czesław
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008732055
Saved in:
10
On multivariate runs tests for randomness
Paindaveine, Davy
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10003993023
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