Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427): Difference between revisions

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-Dette, Holger
@@ Property / author: Dette, Holger / rank @@
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+Dette, Holger
@@ Property / author: Dette, Holger / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2009.09.014
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+W2040455450
@@ Property / OpenAlex ID: W2040455450 / rank @@
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@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Testing the Gaussian copula hypothesis for financial assets dependences
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+Q4461343
@@ Property / cites work: Q4461343 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas
@@ Property / cites work: Goodness-of-fit tests for copulas / rank @@
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@@ Property / cites work @@
+Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
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+A goodness of fit test for copulas based on Rosenblatt's transformation
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+Goodness-of-fit tests for copulas: A review and a power study
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+Testing precise hypotheses. With comments and a rejoinder by the authors
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+Comparing nonparametric versus parametric regression fits
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+Some higher-order theory for a consistent non-parametric model specification test
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+On some global measures of the deviations of density function estimates
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Semiparametric estimation in copula models
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+Asymptotic Statistics
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+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
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+Estimating the density of a copula function
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+A consistent test of functional form via nonparametric estimation techniques
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+The oscillation behavior of empirical processes: The multivariate case
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+A Semiparametric Maximum Likelihood Estimator
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