A goodness of fit test for copulas based on Rosenblatt's transformation
From MaRDI portal
Publication:1020127
DOI10.1016/j.csda.2006.08.012zbMath1162.62343OpenAlexW1998424034MaRDI QIDQ1020127
Friedrich Schmid, Jadran Dobrić
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.012
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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