A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602): Difference between revisions
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scientific article
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English | A goodness-of-fit test for Archimedean copula models in the presence of right censoring |
scientific article |
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3033-3043
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December 2010
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14 April 2014
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A goodness-of-fit test for Archimedean copula models in the presence of right censoring (English)
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Archimedean copulas
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bivariate failure times
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Clayton model
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concordance estimator
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goodness of fit test
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U-statistics
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