A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943)
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scientific article; zbMATH DE number 6113556
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| English | A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems |
scientific article; zbMATH DE number 6113556 |
Statements
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (English)
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6 December 2012
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normal copula
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Plackett formula
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pseudo-likelihood
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pseudo-observation
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rank
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\(t\)-copula
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0.9194435477256776
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0.8477628827095032
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0.8321232199668884
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0.8306836485862732
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0.8285372257232666
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