A simple non-parametric goodness-of-fit test for elliptical copulas

DOI10.1515/demo-2017-0020zbMath1393.62026WikidataQ59278098 ScholiaQ59278098MaRDI QIDQ1648671

Stephan Haug, Aleksey Min, Miriam Jaser

Publication date: 27 June 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2017-0020

zbMATH Keywords

Kendall's tau; goodness-of-fit test; elliptical copulas; Blomqvist's beta

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H05: Characterization and structure theory for multivariate probability distributions; copulas