Goodness-of-fit test for tail copulas modeled by elliptical copulas
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Publication:1012111
DOI10.1016/j.spl.2008.12.019zbMath1161.62031MaRDI QIDQ1012111
Publication date: 14 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.019
62G10: Nonparametric hypothesis testing
62H12: Estimation in multivariate analysis
62F05: Asymptotic properties of parametric tests
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Cites Work
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