A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure
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Publication:690961
DOI10.1016/j.jmva.2011.09.006zbMath1323.62042OpenAlexW2017212290MaRDI QIDQ690961
Apostolos Batsidis, Konstantinos G. Zografos
Publication date: 29 November 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.09.006
Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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