Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models (Q3465099)
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scientific article; zbMATH DE number 6536961
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| English | Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models |
scientific article; zbMATH DE number 6536961 |
Statements
Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models (English)
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28 January 2016
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empirical copula process
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multiplier bootstrap
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shape hypothesis
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bivariate dependence
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0.8115846514701843
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0.7952971458435059
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0.7864877581596375
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0.7810683846473694
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0.7780784964561462
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