Testing for equality between two copulas

DOI10.1016/j.jmva.2008.05.004zbMath1157.62401OpenAlexW2056859194MaRDI QIDQ1000568

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5745

zbMATH Keywords

copula empirical process \(p\)-value Cramér-von Mises statistic pseudo-observations multiplier central limit theorem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)

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Uses Software

TwoCop

Cites Work