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The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests - MaRDI portal

The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948)

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scientific article; zbMATH DE number 7823269
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The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests
scientific article; zbMATH DE number 7823269

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    The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (English)
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    25 March 2024
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    copula
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    non-parametric tests
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    probability integral transformation
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    semi-parametric inference
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    warp-speed bootstrap
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    weak convergence
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