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Goodness-of-fit tests for copula-based spatial models

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Publication:6625852
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DOI10.1002/env.2445zbMATH Open1545.62756MaRDI QIDQ6625852

Martin Durocher, Jean-François Quessy

Publication date: 28 October 2024

Published in: Environmetrics (Search for Journal in Brave)




zbMATH Keywords

isotropic random fieldsparametric bootstrapempirical copulapairwise likelihoodprobability integral transformation


Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)


Cites Work

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  • Goodness-of-fit tests for copulas: A review and a power study
  • On the family of multivariate chi-square copulas
  • An introduction to copulas.
  • Stationary max-stable fields associated to negative definite functions
  • Models for stationary max-stable random fields
  • Copula-based geostatistical modeling of continuous and discrete data including covariates
  • Objective Bayesian analysis of spatial data with uncertain nugget and range parameters
  • Statistical Inference Procedures for Bivariate Archimedean Copulas
  • Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
  • The t Copula and Related Copulas
  • Applied Spatial Data Analysis with R
  • On the multivariate probability integral transformation







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