A test of independence in some copula models (Q1019534)
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scientific article; zbMATH DE number 5560852
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| English | A test of independence in some copula models |
scientific article; zbMATH DE number 5560852 |
Statements
A test of independence in some copula models (English)
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2 June 2009
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dependence function
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pseudo-likelihood
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asymptotic theory
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multivariate rank statistics
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semiparametric statistics
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0.8743041753768921
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0.867024838924408
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0.8527117967605591
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0.8360385298728943
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0.8338836431503296
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