A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
zbMath1485.62061MaRDI QIDQ2138264
N'dri Hubert Bian, Ouagnina Hili, Gueï Cyrille Okou
Publication date: 11 May 2022
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-3/A-goodness-of-fit-test-based-on-Kendalls-2-process/10.16929/as/2021.2851.187.full
copulaCramér-von Mises statisticgoodness-of-fit testparametric bootstrapKendall's dependence function
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bootstrap, jackknife and other resampling methods (62F40)
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