Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5079176
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation |
scientific article; zbMATH DE number 5079176 |
Statements
Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (English)
0 references
8 December 2006
0 references
empirical process
0 references
Archimedean, bivariate extreme-value, Farlie-Gumbel-Morgenstern copula
0 references
bootstrap
0 references
0 references
0.8852761387825012
0 references
0.8718922138214111
0 references
0.8674963712692261
0 references
0.8623576760292053
0 references
0.8555267453193665
0 references
