A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions (Q4578183)

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scientific article; zbMATH DE number 6914706
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A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions
scientific article; zbMATH DE number 6914706

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    A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions (English)
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    8 August 2018
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    degenerate \(V\)-statistics
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    \(L_2\) weighted functionals
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    parametric bootstrap
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