Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing |
scientific article |
Statements
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (English)
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19 August 2009
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copula
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Cramér-von Mises statistics
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Gaussian process
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goodness-of-fit
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Kendall's tau
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Kolmogorov-Smirnov statistics
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parametric bootstrap
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pseudo-observations
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weak convergence
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