A goodness-of-fit test for copulas based on martingale transformation
DOI10.1016/J.JECONOM.2019.08.007zbMATH Open1456.62086OpenAlexW2975618655WikidataQ127255350 ScholiaQ127255350MaRDI QIDQ2295802FDOQ2295802
Authors: Xiaohui Lu, Xu Zheng 
Publication date: 17 February 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.08.007
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Cited In (5)
- Goodness-of-fit testing for copulas: a distribution-free approach
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
- Implementation of a goodness-of-fit test through Khmaladze martingale transformation
- A goodness of fit test for copulas based on Rosenblatt's transformation
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