A goodness-of-fit test for copulas based on martingale transformation (Q2295802)
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scientific article; zbMATH DE number 7167854
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| English | A goodness-of-fit test for copulas based on martingale transformation |
scientific article; zbMATH DE number 7167854 |
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A goodness-of-fit test for copulas based on martingale transformation (English)
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17 February 2020
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copula
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goodness-of-fit test
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martingale transformation
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distribution-free test
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0.8458511233329773
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0.8300146460533142
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0.8269299864768982
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0.8218545317649841
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0.8215402960777283
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