A goodness-of-fit test for bivariate extreme-value copulas (Q637100): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit test for bivariate extreme-value copulas |
scientific article |
Statements
A goodness-of-fit test for bivariate extreme-value copulas (English)
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2 September 2011
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extreme-value copula
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goodness of fit
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parametric bootstrap
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Pickands dependence function
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rank-based inference
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