Holdings: Goodness-of-Fit tests for copulas of dependent observations

Goodness-of-Fit tests for copulas of dependent observations:

Saved in:

Bibliographic Details
Main Author:	Rehbock, Volker 1979- (Author)
Format:	Thesis Book
Language:	English
Published:	2008
Subjects:	Verteilungsfunktion Chi-Quadrat-Test Empirische Verteilungsfunktion Modellierung Hochschulschrift
Online Access:	Inhaltsverzeichnis Inhaltsverzeichnis
Physical Description:	IV, 96 S. graph. Darst.

Staff View

MARC


LEADER	00000nam a2200000 c 4500
001	BV035223229
003	DE-604
005	20100414
007	t
008	081219s2008 d\|\|\| m\|\|\| 00\|\|\| eng d
035			\|a (OCoLC)301999978
035			\|a (DE-599)GBV586147640
040			\|a DE-604 \|b ger
041	0		\|a eng
049			\|a DE-739 \|a DE-824 \|a DE-355 \|a DE-473 \|a DE-91 \|a DE-12 \|a DE-83 \|a DE-703 \|a DE-188
082	0		\|a 519.55 \|2 22/ger
100	1		\|a Rehbock, Volker \|d 1979- \|e Verfasser \|0 (DE-588)13696768X \|4 aut
245	1	0	\|a Goodness-of-Fit tests for copulas of dependent observations \|c von Volker Rehbock
264		1	\|c 2008
300			\|a IV, 96 S. \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
502			\|a Braunschweig, Techn. Univ., Diss., 2008
650	0	7	\|a Verteilungsfunktion \|0 (DE-588)4192219-0 \|2 gnd \|9 rswk-swf
650	0	7	\|a Chi-Quadrat-Test \|0 (DE-588)4147726-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Empirische Verteilungsfunktion \|0 (DE-588)4192220-7 \|2 gnd \|9 rswk-swf
650	0	7	\|a Modellierung \|0 (DE-588)4170297-9 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
689	0	0	\|a Verteilungsfunktion \|0 (DE-588)4192219-0 \|D s
689	0	1	\|a Chi-Quadrat-Test \|0 (DE-588)4147726-1 \|D s
689	0	2	\|a Empirische Verteilungsfunktion \|0 (DE-588)4192220-7 \|D s
689	0	3	\|a Modellierung \|0 (DE-588)4170297-9 \|D s
689	0		\|5 DE-604
856	4		\|m DE-601 \|q pdf/application \|u http://www.gbv.de/dms/bs/toc/586147640.pdf \|x 2008-12-12 \|3 Inhaltsverzeichnis
856	4	2	\|m GBV Datenaustausch \|q application/pdf \|u 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 \|3 Inhaltsverzeichnis
999			\|a oai:aleph.bib-bvb.de:BVB01-017029294

Record in the Search Index

_version_	1804138488674648065
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
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01793nam a2200409 c 4500</leader><controlfield tag="001">BV035223229</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100414 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">081219s2008 d\|\|\| m\|\|\| 00\|\|\| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)301999978</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBV586147640</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.55</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Rehbock, Volker</subfield><subfield code="d">1979-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13696768X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Goodness-of-Fit tests for copulas of dependent observations</subfield><subfield code="c">von Volker Rehbock</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">IV, 96 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Braunschweig, Techn. Univ., Diss., 2008</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Verteilungsfunktion</subfield><subfield code="0">(DE-588)4192219-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Chi-Quadrat-Test</subfield><subfield code="0">(DE-588)4147726-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Empirische Verteilungsfunktion</subfield><subfield code="0">(DE-588)4192220-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Modellierung</subfield><subfield code="0">(DE-588)4170297-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Verteilungsfunktion</subfield><subfield code="0">(DE-588)4192219-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Chi-Quadrat-Test</subfield><subfield code="0">(DE-588)4147726-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Empirische Verteilungsfunktion</subfield><subfield code="0">(DE-588)4192220-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Modellierung</subfield><subfield code="0">(DE-588)4170297-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="m">DE-601</subfield><subfield code="q">pdf/application</subfield><subfield code="u">http://www.gbv.de/dms/bs/toc/586147640.pdf</subfield><subfield code="x">2008-12-12</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">GBV Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017029294</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
genre_facet	Hochschulschrift
id	DE-604.BV035223229
illustrated	Illustrated
indexdate	2024-07-09T21:28:58Z
institution	BVB
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-017029294
oclc_num	301999978
open_access_boolean
owner	DE-739 DE-824 DE-355 DE-BY-UBR DE-473 DE-BY-UBG DE-91 DE-BY-TUM DE-12 DE-83 DE-703 DE-188
owner_facet	DE-739 DE-824 DE-355 DE-BY-UBR DE-473 DE-BY-UBG DE-91 DE-BY-TUM DE-12 DE-83 DE-703 DE-188
physical	IV, 96 S. graph. Darst.
publishDate	2008
publishDateSearch	2008
publishDateSort	2008
record_format	marc
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

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Indexes
Indexes

MARC

Record in the Search Index

There is no print copy available.

Similar Items