Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models

DOI10.5705/SS.202014.0082zbMath1419.62127OpenAlexW2314968628MaRDI QIDQ3465099

Othmane Kortbi, Jean-François Quessy

Publication date: 28 January 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/255b4aea3fef04bc0e80a6e1a8ae83182018bd64

zbMATH Keywords

empirical copula processmultiplier bootstrapbivariate dependenceshape hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)

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