Bootstrapping L2-type statistics in copula density testing

DOI10.1524/STND.2007.0907MaRDI QIDQ3519375zbMATH OpenOpenAlexFDO

Authors Volker Rehbock

Publication date 14 August 2008

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.2007.0907

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• On bootstrapping \(L_2\)-type statistics in density testing
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
• A goodness-of-fit test for copula densities
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
• A family of goodness-of-fit tests for copulas based on characteristic functions

Cited in

(5)

• On bootstrapping \(L_2\)-type statistics in density testing
• A Test of Independence Based on the Likelihood of Cut-Points
• Bootstrapping the conditional copula
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

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