On a new goodness-of-fit process for families of copulas (Q3636242)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new goodness-of-fit process for families of copulas |
scientific article |
Statements
On a new goodness-of-fit process for families of copulas (English)
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30 June 2009
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Cramér-von Mises statistic
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empirical process
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goodness-of-fit test
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pseudo-observation
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Spearman's dependence function
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Spearman's rho
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0.92372596
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0.91305214
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0.90975296
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0.90093994
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0.8947009
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0.89351153
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