Local power analysis of goodness-of-fit tests for copulas (Q3552960)
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scientific article; zbMATH DE number 5697610
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Local power analysis of goodness-of-fit tests for copulas |
scientific article; zbMATH DE number 5697610 |
Statements
Local Power Analyses of Goodness‐of‐fit Tests for Copulas (English)
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22 April 2010
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Clayton copula
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Frank copula
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Gumbel-Barnett copula
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Cramer-von-Mises distance
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rank correlation
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Pitman relative efficiency
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0.8462274074554443
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0.8292602300643921
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0.8258000016212463
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0.8257834911346436
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0.8192803263664246
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