A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127)
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scientific article; zbMATH DE number 5559575
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| English | A goodness of fit test for copulas based on Rosenblatt's transformation |
scientific article; zbMATH DE number 5559575 |
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A goodness of fit test for copulas based on Rosenblatt's transformation (English)
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29 May 2009
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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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0.9367814
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0.9304423
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0.92830557
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0.92765945
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0.92120826
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0.9192002
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