The Kolmogorov goodness-of-fit test of independence based on copulas

DOI10.1501/COMMUA1_0000000350zbMATH Open1130.62330MaRDI QIDQ5696258FDOQ5696258

Authors: B. Güven 

Publication date: 18 October 2005

Published in: Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10)

Cited In (5)

• Tests of independence and randomness based on the empirical copula process
• A Test of Independence Based on the Likelihood of Cut-Points
• A New Test Procedure of Independence in Copula Models via χ²-Divergence
• An omnibus test for independence of a survival time from a covariate
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process

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