Thesis (M. Phil.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 127-132).

Thesis (Ph. D.)--York University, 2001. Graduate Programme in Statistics. / Typescript. Includes bibliographical references (leaves 96-103). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://wwwlib.umi.com/cr/yorku/fullcit?pNQ66371.

Thesis (M. Phil.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 82-91).

Copulas have been known in the statistical literature for many years, and have become useful tools in modeling dependence structure of multivariate random variables, overcoming some of the drawbacks of the commonly-used correlation measures. Goodness-of-fit tests for copulas play a very important role in evaluating the suitability of a potential input copula model. In recent years, many approaches have been proposed for constructing goodness-of-fit tests for copula families. Among them, the so-called “blanket tests" do not require an arbitrary data categorization or any strategic choice of weight function, smoothing parameter, kernel, and so on. As preliminaries, some background and related results of copulas are firstly presented. Three goodness-of-fit test statistics belonging to the blanket test classification are then introduced. Since the asymptotic distributions of the test statistics are very complicated, parametric bootstrap procedures are employed to approximate critical values of the test statistics under the null hypotheses. To assess the performance of the three test statistics in the low dependence cases, simulation studies are carried out for three bivariate copula families, namely the Gumbel-Hougaard copula family, the Ali-Mikhail-Haq copula family, and the Farlie-Gumbel-Morgenstern copula family. Specifically the effect of low dependence on the empirical sizes and powers of the three blanket tests under various combinations of null and alternative copula families are examined. Furthermore, to check the performance of the three tests for higher dimensional copulas, the simulation studies are extended to some three-dimensional copulas. Finally the three goodness-of-fit tests are applied to two real data sets. / published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy

published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy

Assignment (MComm)--University of Stellenbosch, 2008. / Bibliography. Also available via the Internet.

Thesis (M.S.)--West Virginia University, 2006. / Title from document title page. Document formatted into pages; contains viii, 45 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 44-45).

Thesis (Ph.D.)--University of Toledo, 2005. / Typescript. "A dissertation [submitted] as partial fulfillment of the requirements of the Doctor of Philosophy degree in Mathematics." Bibliography: leaves 100-105.

Thesis (M. Phil.)--University of Hong Kong, 2005. / Title proper from title frame. Also available in printed format.

published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy