A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Test of Goodness of Fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence structures for multivariate high-frequency data in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3730807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The t Copula and Related Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4318617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The meta-elliptical distributions with given marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests for copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elliptical copulas: Applicability and limitations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measurement of aggregate risk with copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the Gaussian copula hypothesis for financial assets dependences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2732679 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on a Multivariate Transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests for parametric families of Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank

Revision as of 14:11, 1 July 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
    0 references
    0 references
    29 May 2009
    0 references
    goodness of fit test
    0 references
    copulas
    0 references
    Rosenblatt transformation
    0 references
    parametric bootstrap
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references