The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests

DOI10.1016/j.jmva.2023.105272MaRDI QIDQ6200948

Samuel Lemaire-Paquette, Jean-François Quessy

Publication date: 25 March 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

copulaweak convergencenon-parametric testsprobability integral transformationsemi-parametric inferencewarp-speed bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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