Tests of independence and randomness based on the empirical copula process (Q2387481)
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scientific article; zbMATH DE number 2202153
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| English | Tests of independence and randomness based on the empirical copula process |
scientific article; zbMATH DE number 2202153 |
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Tests of independence and randomness based on the empirical copula process (English)
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5 September 2005
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linear rank statistics
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dependogram
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copula
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Cramer-von Mises statistic
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empirical process
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Möbius inversion formula
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pseudo-observations
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semi-parametric models
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serial dependence
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tests of independence
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0.93923813
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0.9285985
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0.92671645
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0.9262126
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0.92317927
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0.9213644
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0.91730565
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0.91579676
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