A Test for Truncation Invariant Dependence

DOI10.1007/978-3-319-42972-4_22zbMath1373.62271OpenAlexW2484598038MaRDI QIDQ5348622

F. Marta L. Di Lascio, Fabrizio Durante, Piotr Jaworski

Publication date: 18 August 2017

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-42972-4_22

zbMATH Keywords

copulaasymptotic variancesimulation studyrandom sampletruncation invariant dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

On truncation invariant copulas and their estimation

Cites Work

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