An overview of the goodness-of-fit test problem for copulas (Q2849525)
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scientific article; zbMATH DE number 6210176
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| English | An overview of the goodness-of-fit test problem for copulas |
scientific article; zbMATH DE number 6210176 |
Statements
An Overview of the Goodness-of-Fit Test Problem for Copulas (English)
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20 September 2013
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empirical copula processes
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probability integral transformations
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Kendall's dependence function
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test statistics
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\(p\)-values
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0.8907271027565002
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0.8852761387825012
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0.8676161170005798
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0.8495087027549744
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0.8493382334709167
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