A large sample test for one parameter families of copulas

DOI10.1080/03610929408831323zbMATH Open0825.62148OpenAlexW2126293564MaRDI QIDQ4843802FDOQ4843802

Authors: Jacques F. Carriere 

Publication date: 17 August 1995

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831323

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zbMATH Keywords

Kendall's tauU-statisticsSpearman's rhoJackknife estimatorsasymptotically unbiased test

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Jackknifing $U$-Statistics
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Ordinal Measures of Association
• Title not available (Why is that?)
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Uniform representations of bivariate distributions
• Some bivariate uniform distributions

Cited In (4)

• Goodness-of-fit tests for elliptical and independent copulas through projection pursuit
• Letter to the editor
• Fast large-sample goodness-of-fit tests for copulas
• Understanding Relationships Using Copulas

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