A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:55, 5 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
