Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620)
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scientific article; zbMATH DE number 5138712
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| English | Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters |
scientific article; zbMATH DE number 5138712 |
Statements
Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (English)
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29 March 2007
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copula density
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goodness-of-fit test
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\(U\)-statistic
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0.8567154407501221
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0.8464042544364929
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0.8411287665367126
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0.8373135328292847
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0.831320583820343
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