Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances

DOI10.1016/j.jmva.2009.09.014zbMath1181.62060OpenAlexW2040455450MaRDI QIDQ847427

Axel Bücher, Dette, Holger

Publication date: 12 February 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.09.014

zbMATH Keywords

copulagoodness-of-fit testsparametric bootstrap\(L^{2}\)-distance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (9)

An updated review of goodness-of-fit tests for regression models ⋮ The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Test of symmetry based on copula function ⋮ A note on testing independence by a copula-based order selection approach ⋮ Statistical models and methods for dependence in insurance data ⋮ Goodness-of-fit tests for elliptical and independent copulas through projection pursuit ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Goodness‐of‐fit Test for Directional Data

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