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Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances - MaRDI portal

Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427)

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scientific article; zbMATH DE number 5669350
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English
Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
scientific article; zbMATH DE number 5669350

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    Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (English)
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    12 February 2010
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    goodness-of-fit tests
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    copula
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    \(L^{2}\)-distance
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    parametric bootstrap
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