Choice of multivariate copulas with parametric structure

MaRDI QIDQ3403232zbMATH OpenFDO

Authors Juan Wu, Cihua Liu, Xiaoxia Qiu, Ting Wen, Fang Wan

Publication date 12 February 2010

zbMATH Keywords

goodness-of-fit testscopula functiondependence relationships

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(3)

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