Goodness-of-fit tests for copulas
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Publication:558063
DOI10.1016/J.JMVA.2004.07.004zbMATH Open1095.62052OpenAlexW2019162516MaRDI QIDQ558063FDOQ558063
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- scientific article; zbMATH DE number 5510442
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Cited in
(only showing first 100 items - show all)- A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
- The Bickel-Rosenblatt test for continuous time stochastic volatility models
- Estimating copula densities, using model selection techniques
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