Goodness-of-Fit tests for copulas of dependent observations:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2008
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | IV, 96 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | GOODNESS-OF-FIT TESTS FOR COPULAS OF DEPENDENT OBSERVATIONS VON DER
CARL-PRIEDRICH-GAUSS-FAKULTAET DER TECHNISCHEN UNIVERSITAET
CAROLO-WILHELMINA ZU BRAUNSCHWEIG ZUR ERLANGUNG DES GRADES EINES DOKTORS
DER NATURWISSENSCHAFTEN (DR. RER. NAT.) GENEHMIGTE DISSERTATION VON
VOLKER REHBOCK GEB. AM 8. OKTOBER 1979 IN PAPENBURG EINGEREICHT AM: 25.
SEPTEMBER 2008 MUENDLICHE PRUEFUNG AM: 10. NOVEMBER 2008 REFERENT: PROF.
DR. J.-P. KREISS KORREFERENT: PROF. DR. E. PAPARODITIS (2008) CONTENTS 1
INTRODUCTION 1 2 MIXING-DEPENDENT TIME SERIES 7 2.1 COUPLING 9 2.2
INEQUALITIES 10 2.3 EMPIRICAL DISTRIBUTION FUNCTION 12 2.4 MODULUS OF
CONTINUITY 13 3 GOODNESS-OF-FIT TESTS 15 3.1 X 2 -TEST 18 3.2 2 -TEST
21 3.3 TESTS OF INDEPENDENCE 24 4 SIMULATIONS 25 A PROOFS OF CHAPTER 3
33 A.L PROOF OF THEOREM 3.3 35 A.2 PROOF OF THEOREM 3.7 48 A.3 PROOF OF
THEOREM 3.9 75 B OP AND OP NOTATION 79 C SIMULATION CODE 83 IV CONTENTS
ABSTRACT 97 ZUSAMMENFASSUNG 99 LEBENSLAUF 101
|
| any_adam_object | 1 |
| author | Rehbock, Volker 1979- |
| author_GND | (DE-588)13696768X |
| author_facet | Rehbock, Volker 1979- |
| author_role | aut |
| author_sort | Rehbock, Volker 1979- |
| author_variant | v r vr |
| building | Verbundindex |
| bvnumber | BV035223229 |
| ctrlnum | (OCoLC)301999978 (DE-599)GBV586147640 |
| dewey-full | 519.55 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.55 |
| dewey-search | 519.55 |
| dewey-sort | 3519.55 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Thesis Book |
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| indexdate | 2024-07-09T21:28:58Z |
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| language | English |
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| spelling | Rehbock, Volker 1979- Verfasser (DE-588)13696768X aut Goodness-of-Fit tests for copulas of dependent observations von Volker Rehbock 2008 IV, 96 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Braunschweig, Techn. Univ., Diss., 2008 Verteilungsfunktion (DE-588)4192219-0 gnd rswk-swf Chi-Quadrat-Test (DE-588)4147726-1 gnd rswk-swf Empirische Verteilungsfunktion (DE-588)4192220-7 gnd rswk-swf Modellierung (DE-588)4170297-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Verteilungsfunktion (DE-588)4192219-0 s Chi-Quadrat-Test (DE-588)4147726-1 s Empirische Verteilungsfunktion (DE-588)4192220-7 s Modellierung (DE-588)4170297-9 s DE-604 DE-601 pdf/application http://www.gbv.de/dms/bs/toc/586147640.pdf 2008-12-12 Inhaltsverzeichnis GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017029294&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rehbock, Volker 1979- Goodness-of-Fit tests for copulas of dependent observations Verteilungsfunktion (DE-588)4192219-0 gnd Chi-Quadrat-Test (DE-588)4147726-1 gnd Empirische Verteilungsfunktion (DE-588)4192220-7 gnd Modellierung (DE-588)4170297-9 gnd |
| subject_GND | (DE-588)4192219-0 (DE-588)4147726-1 (DE-588)4192220-7 (DE-588)4170297-9 (DE-588)4113937-9 |
| title | Goodness-of-Fit tests for copulas of dependent observations |
| title_auth | Goodness-of-Fit tests for copulas of dependent observations |
| title_exact_search | Goodness-of-Fit tests for copulas of dependent observations |
| title_full | Goodness-of-Fit tests for copulas of dependent observations von Volker Rehbock |
| title_fullStr | Goodness-of-Fit tests for copulas of dependent observations von Volker Rehbock |
| title_full_unstemmed | Goodness-of-Fit tests for copulas of dependent observations von Volker Rehbock |
| title_short | Goodness-of-Fit tests for copulas of dependent observations |
| title_sort | goodness of fit tests for copulas of dependent observations |
| topic | Verteilungsfunktion (DE-588)4192219-0 gnd Chi-Quadrat-Test (DE-588)4147726-1 gnd Empirische Verteilungsfunktion (DE-588)4192220-7 gnd Modellierung (DE-588)4170297-9 gnd |
| topic_facet | Verteilungsfunktion Chi-Quadrat-Test Empirische Verteilungsfunktion Modellierung Hochschulschrift |
| url | http://www.gbv.de/dms/bs/toc/586147640.pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017029294&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT rehbockvolker goodnessoffittestsforcopulasofdependentobservations |
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