An Overview of the Goodness-of-Fit Test Problem for Copulas (Q2849525): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Overview of the Goodness-of-Fit Test Problem for Copulas |
scientific article |
Statements
An Overview of the Goodness-of-Fit Test Problem for Copulas (English)
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20 September 2013
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empirical copula processes
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probability integral transformations
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Kendall's dependence function
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test statistics
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\(p\)-values
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