Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371)
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scientific article; zbMATH DE number 5596928
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| English | Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing |
scientific article; zbMATH DE number 5596928 |
Statements
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (English)
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19 August 2009
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copula
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Cramér-von Mises statistics
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Gaussian process
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goodness-of-fit
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Kendall's tau
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Kolmogorov-Smirnov statistics
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parametric bootstrap
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pseudo-observations
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weak convergence
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0.8023526668548584
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0.763550341129303
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0.7563984394073486
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0.7508112192153931
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0.745205819606781
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