Testing exchangeability of copulas in arbitrary dimension (Q5266553)

From MaRDI portal
scientific article; zbMATH DE number 6732124
Language Label Description Also known as
English
Testing exchangeability of copulas in arbitrary dimension
scientific article; zbMATH DE number 6732124

    Statements

    Testing exchangeability of copulas in arbitrary dimension (English)
    0 references
    0 references
    0 references
    16 June 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    exchangeability
    0 references
    weighted empirical copula
    0 references
    multiplier central limit theorem
    0 references
    symmetry
    0 references
    Archimedean copula
    0 references
    0 references