A goodness-of-fit test for regular vine copula models (Q5860906)
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scientific article; zbMATH DE number 7484450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit test for regular vine copula models |
scientific article; zbMATH DE number 7484450 |
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A goodness-of-fit test for regular vine copula models (English)
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4 March 2022
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copula
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goodness-of-fit test
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PCC
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vine copula
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White's information matrix test
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