Volume 6, 2023
Statistical Inference in Markov Processes and Copula Models
|Number of page(s)||7|
|Section||Mathematics - Applied Mathematics|
|Published online||11 May 2023|
- Hoeffding W (1948), A non-parametric test of independence. Ann Math Statist 19, 4, 546–557. http://dml.mathdoc.fr/item/1177730150. [CrossRef] [Google Scholar]
- Genest C, Rémillard B (2004), Test of independence and randomness based on the empirical copula process. Test 13, 335–369. https://doi.org/10.1007/BF02595777. [Google Scholar]
- García JE, González-López VA (2020), Random permutations, non-decreasing subsequences and statistical independence. Symmetry 12, 9, 1415. https://doi.org/10.3390/sym12091415. [Google Scholar]
- García JE, González-López VA (2014), Independence tests for continuous random variables based on the longest increasing subsequence. J Multivar Anal 127, 126–146. https://doi.org/10.1016/j.jmva.2014.02.010. [Google Scholar]
- Schensted C (1961), Longest increasing and decreasing sub-sequeces. Can J Math 13, 179–191. https://doi.org/10.4153/CJM-1961-015-3. [CrossRef] [Google Scholar]
- Romik D (2015), The surprising mathematics of longest increasing subsequences, Cambridge University Press, New York. https://doi.org/10.1017/CBO9781139872003. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.