A large sample test for one parameter families of copulas

DOI10.1080/03610929408831323MaRDI QIDQ4843802zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3354430 (Why is no real title available?)
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Approximation Theorems of Mathematical Statistics
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Jackknifing $U$-Statistics
• Ordinal Measures of Association
• Some bivariate uniform distributions
• Uniform representations of bivariate 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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