scientific article; zbMATH DE number 5510442
From MaRDI portal
Publication:3605686
Recommendations
- A goodness-of-fit test for copulas
- Goodness-of-fit tests for copulas
- A goodness-of-fit test for bivariate extreme-value copulas
- A goodness-of-fit test for copula densities
- Goodness-of-fit testing for copulas: a distribution-free approach
- A regularized goodness-of-fit test for copulas
- An overview of the goodness-of-fit test problem for copulas
- Goodness-of-fit tests for copulas: A review and a power study
- Goodness-of-fit test for specification of semiparametric copula dependence models
- A goodness-of-fit test for copulas based on the collision test
Cited in
(16)- Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data
- A goodness-of-fit test for bivariate extreme-value copulas
- Dose marginal distribution require to be tested in copula method? An asset allocation perspective based on CVaR framework
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Goodness-of-fit test for tail copulas modeled by elliptical copulas
- A copula test space model how to avoid the wrong copula choice
- A goodness of fit test for copulas based on Rosenblatt's transformation
- Goodness-of-fit tests for copulas: A review and a power study
- A goodness-of-fit test for copula densities
- Score test for varying copula parameter in bivariate financial time series
- Fitting bivariate cumulative returns with copulas
- Copulas, goodness-of-fit tests and measurement of stochastic dependencies before and during the financial crisis
- Goodness-of-fit tests for copulas
- scientific article; zbMATH DE number 5218715 (Why is no real title available?)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
- A streaming algorithm for bivariate empirical copulas
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3605686)