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A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula - MaRDI portal

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A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula (Q6581633)

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scientific article; zbMATH DE number 7889738
Language Label Description Also known as
English
A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula
scientific article; zbMATH DE number 7889738

    Statements

    title
    A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula (English)
    0 references
    author
    Rahul Chatterjee
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    Nabendu Pal
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    publication date
    31 July 2024
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    zbMATH Keywords
    maximum likelihood estimation
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    Bayes' estimation
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    Jeffrey's prior
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    parametric bootstrap
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    Kolmogorov-Smirnov statistic
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62G10
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    62F40
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    62R07
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    zbMATH DE Number
    7889738
    0 references
     
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