Asymptotic total variation tests for copulas

DOI10.3150/14-BEJ632zbMath1331.62282arXiv1203.1243OpenAlexW1494429120MaRDI QIDQ2515522

Jean-David Fermanian, Dragan Radulovic, Marten H. Wegkamp

Publication date: 5 August 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1243

zbMATH Keywords

copulaweak convergencenonparametric bootstrapgoodness-of-fit testempirical copula process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09)

Related Items

Estimating checkerboard approximations with sample d-copulas, High Dimensional CLT and its Applications, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation

Uses Software

• TwoCop

Cites Work

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