A large sample test for one parameter families of copulas

DOI10.1080/03610929408831323zbMath0825.62148OpenAlexW2126293564MaRDI QIDQ4843802

Jacques F. Carriere

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831323

zbMATH Keywords

U-statisticsKendall's tauSpearman's rhoJackknife estimatorsasymptotically unbiased test

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

Goodness-of-fit tests for elliptical and independent copulas through projection pursuit ⋮ Understanding Relationships Using Copulas ⋮ Letter to the editor

Cites Work

• Unnamed Item
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Ordinal Measures of Association
• Approximation Theorems of Mathematical Statistics
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Some bivariate uniform distributions
• Uniform representations of bivariate distributions
• Jackknifing $U$-Statistics

This page was built for publication: A large sample test for one parameter families of copulas