A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.csda.2006.08.012 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1998424034 / rank | |||
Normal rank |
Revision as of 02:22, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A goodness of fit test for copulas based on Rosenblatt's transformation |
scientific article |
Statements
A goodness of fit test for copulas based on Rosenblatt's transformation (English)
0 references
29 May 2009
0 references
goodness of fit test
0 references
copulas
0 references
Rosenblatt transformation
0 references
parametric bootstrap
0 references