An Overview of the Goodness-of-Fit Test Problem for Copulas (Q2849525): Difference between revisions

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An Overview of the Goodness-of-Fit Test Problem for Copulas
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    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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