Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078)
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English | Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation |
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Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (English)
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8 December 2006
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empirical process
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Archimedean, bivariate extreme-value, Farlie-Gumbel-Morgenstern copula
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bootstrap
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