Goodness-of-fit testing for copulas: a distribution-free approach

DOI10.3150/20-BEJ1219zbMath1471.62357arXiv1710.11504OpenAlexW3016233133MaRDI QIDQ2203635

Sami Umut Can, Roger J. A. Laeven, John H. J. Einmahl

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.11504

zbMATH Keywords

copuladistribution-freeMonte Carlo simulationsemiparametric estimationgoodness-of-fit

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

K-Sample Test for Equality of Copulas

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