scientific article; zbMATH DE number 5510442

zbMATH Open1157.62418MaRDI QIDQ3605686FDOQ3605686

Edith Kovács

Publication date: 24 February 2009

Title of this publication is not available (Why is that?)

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zbMATH Keywords

chi-square testcopula functionmarginal distributionbivariate joint distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cited In (10)

• Score test for varying copula parameter in bivariate financial time series
• Title not available (Why is that?)
• A goodness-of-fit test for copula densities
• Goodness-of-fit test for tail copulas modeled by elliptical copulas
• Goodness-of-fit tests for copulas: A review and a power study
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
• Goodness-of-fit tests for copulas
• Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data
• A goodness-of-fit test for bivariate extreme-value copulas
• A goodness of fit test for copulas based on Rosenblatt's transformation

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