A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671)
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scientific article; zbMATH DE number 6895342
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A simple non-parametric goodness-of-fit test for elliptical copulas |
scientific article; zbMATH DE number 6895342 |
Statements
A simple non-parametric goodness-of-fit test for elliptical copulas (English)
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27 June 2018
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Blomqvist's beta
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elliptical copulas
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goodness-of-fit test
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Kendall's tau
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0.841754674911499
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0.8337063789367676
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0.8308268785476685
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0.8306978344917297
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0.8201821446418762
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