gofCopula

swMATH15454CRANgofCopulaMaRDI QIDQ27343FDOQ27343

Goodness-of-Fit Tests for Copulae

Ostap Okhrin

Last update: 22 April 2021

Copyright license: GNU General Public License

Software version identifier: 0.4-1

Official website: https://cran.r-project.org/web/packages/gofCopula/index.html

Source code repository: https://github.com/cran/gofCopula

Cites work

• Goodness-of-fit test for specification of semiparametric copula dependence models
• Goodness-of-fit tests for copulas: A review and a power study

Cited In (5)

• progress
• fgac
• Gumbel
• On copula-based collective risk models: from elliptical copulas to vine copulas
• Basic elements of computational statistics

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