Goodness-of-fit tests for copulas: A review and a power study (Q127473)
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scientific article; zbMATH DE number 5553073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit tests for copulas: A review and a power study |
scientific article; zbMATH DE number 5553073 |
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44
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2
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199-213
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April 2009
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12 May 2009
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Goodness-of-fit tests for copulas: A review and a power study (English)
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Anderson-Darling statistic
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copula
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Cramér-von Mises statistic
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Gaussian process
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goodness-of-fit
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Kendall's tau
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Kolmogorov-Smirnov statistic
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Monte Carlo simulation
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parametric bootstrap
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power study
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pseudo-observations
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\(P\)-values
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0.9547428
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0.9446727
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0.9379829
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0.93407685
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0.92605597
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0.92224187
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