Goodness-of-fit tests for the family of multivariate chi-square copulas

DOI10.1016/J.CSDA.2019.04.008zbMath1496.62082OpenAlexW2947030858MaRDI QIDQ2337318

Marie-Hélène Toupin, Louis-Paul Rivest, Jean-François Quessy

Publication date: 19 November 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2019.04.008

zbMATH Keywords

goodness-of-fit testsparametric bootstrapnormal copulalinear rank statisticscentered chi-square copula

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Multivariate failure time distributions derived from shared frailty and copulas

Cites Work

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• Absolute moments in 2-dimensional normal distribution
• Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models
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• Computing the covariance of two Brownian area integrals

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