Testing for equality between two copulas (Q1000568)
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scientific article; zbMATH DE number 5503643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for equality between two copulas |
scientific article; zbMATH DE number 5503643 |
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Testing for equality between two copulas (English)
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9 February 2009
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copula
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Cramér-von Mises statistic
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empirical process
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pseudo-observations
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multiplier central limit theorem
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\(p\)-value
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