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

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A goodness of fit test for copulas based on Rosenblatt's transformation
scientific article

    Statements

    title
    A goodness of fit test for copulas based on Rosenblatt's transformation (English)
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    author
    Jadran Dobrić
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    Friedrich Schmid
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    publication date
    29 May 2009
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    zbMATH Keywords
    goodness of fit test
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    copulas
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    Rosenblatt transformation
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    parametric bootstrap
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62F40
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    62F03
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    65C60
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    62P05
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    zbMATH DE Number
    5559575
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    OpenAlex ID
    W1998424034
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