Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427)
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scientific article; zbMATH DE number 5669350
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| English | Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances |
scientific article; zbMATH DE number 5669350 |
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Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (English)
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12 February 2010
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goodness-of-fit tests
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copula
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\(L^{2}\)-distance
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parametric bootstrap
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0.8567154407501221
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0.8472959995269775
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0.8374488353729248
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0.8361131548881531
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0.8314669728279114
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