A goodness-of-fit test for copula densities
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Publication:1761542
DOI10.1007/S11749-010-0217-ZzbMath1367.62142arXiv0902.4842OpenAlexW4301858412MaRDI QIDQ1761542
Karine Tribouley, Ghislaine Gayraud
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.4842
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Minimax procedures in statistical decision theory (62C20)
Related Items (4)
A goodness-of-fit test based on Bézier curve estimation of Kendall distribution ⋮ A note on testing independence by a copula-based order selection approach ⋮ A goodness-of-fit test for copula densities ⋮ Thresholding methods to estimate copula density
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