A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127)
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English | A goodness of fit test for copulas based on Rosenblatt's transformation |
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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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