Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960)

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Local Power Analyses of Goodness‐of‐fit Tests for Copulas
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    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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