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

DOI10.1501/COMMUA1_0000000350MaRDI QIDQ5696258zbMATH OpenFDO

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)

Mathematics Subject Classification ID

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

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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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