Tests of independence and randomness based on the empirical copula process (Q2387481)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tests of independence and randomness based on the empirical copula process
scientific article

    Statements

    Tests of independence and randomness based on the empirical copula process (English)
    0 references
    0 references
    0 references
    0 references
    5 September 2005
    0 references
    linear rank statistics
    0 references
    dependogram
    0 references
    copula
    0 references
    Cramer-von Mises statistic
    0 references
    empirical process
    0 references
    Möbius inversion formula
    0 references
    pseudo-observations
    0 references
    semi-parametric models
    0 references
    serial dependence
    0 references
    tests of independence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references