A Goodness-of-fit Test for Copulas
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Publication:5080467
DOI10.1080/07474938.2012.690692zbMath1491.62224OpenAlexW2107647240MaRDI QIDQ5080467
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Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/9998/1/MPRA_paper_9998.pdf
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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