A simple non-parametric goodness-of-fit test for elliptical copulas
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Publication:1648671
DOI10.1515/demo-2017-0020zbMath1393.62026OpenAlexW2778962672WikidataQ59278098 ScholiaQ59278098MaRDI QIDQ1648671
Aleksey Min, Miriam Jaser, Stephan Haug
Publication date: 27 June 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2017-0020
Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (6)
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity ⋮ On the asymptotic covariance of the multivariate empirical copula process ⋮ Detecting departures from meta-ellipticity for multivariate stationary time series ⋮ Canonical correlation analysis for elliptical copulas ⋮ Identifiability and estimation of meta-elliptical copula generators ⋮ On nonparametric tests of multivariate meta-ellipticity
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