Goodness-of-fit tests for copulas (Q558063)
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scientific article; zbMATH DE number 2184187
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Goodness-of-fit tests for copulas |
scientific article; zbMATH DE number 2184187 |
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Goodness-of-fit tests for copulas (English)
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30 June 2005
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Copulas
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GOF tests
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Kernel
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Basket derivatives
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0.97572887
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0.96724576
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0.9668839
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0.9562513
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0.9511807
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0.94736326
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