Truncation invariant copulas and a testing procedure

DOI10.1080/00949655.2015.1110820OpenAlexW2310789083MaRDI QIDQ5222485

Piotr Jaworski, Fabrizio Durante, F. Marta L. Di Lascio

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1110820

zbMATH Keywords

copulagoodness-of-fit testsampling algorithmtruncation invariance

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

On truncation invariant copulas and their estimation ⋮ On the measure induced by copulas that are invariant under univariate truncation ⋮ On copulas with a trapezoid support ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ On the class of truncation invariant bivariate copulas under constraints

Uses Software

• R
• copula
• QRM
• copula
• CopulaModel

Cites Work

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