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A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models - MaRDI portal

A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264)

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English
A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
scientific article

    Statements

    title
    A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (English)
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    author
    N'dri Hubert Bian
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    Ouagnina Hili
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    Gueï Cyrille Okou
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    publication date
    11 May 2022
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    zbMATH Keywords
    copula
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    Cramér-von Mises statistic
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    goodness-of-fit test
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    Kendall's dependence function
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    parametric bootstrap
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    cites work
    On Kendall's process
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    Q3412547
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    Semilinear copulas
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    Q4219185
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    Q4382161
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62G10
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    62G20
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    62F40
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    zbMATH DE Number
    7525335
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