Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: KernSmooth / rank | |||
Normal rank | |||
Revision as of 13:19, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing |
scientific article |
Statements
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (English)
0 references
19 August 2009
0 references
copula
0 references
Cramér-von Mises statistics
0 references
Gaussian process
0 references
goodness-of-fit
0 references
Kendall's tau
0 references
Kolmogorov-Smirnov statistics
0 references
parametric bootstrap
0 references
pseudo-observations
0 references
weak convergence
0 references
