A simple non-parametric goodness-of-fit test for elliptical copulas
type: Item
instance of: scholarly article
title: A simple non-parametric goodness-of-fit test for elliptical copulas
zbMATH Open document ID: 1393.62026
author: Miriam Jaser
author: Stephan Haug
author: Aleksey Min
published in: Dependence Modeling
publication date: 2018-06-27T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6895342
zbMATH Keywords: Blomqvist's beta
zbMATH Keywords: elliptical copulas
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: Kendall's tau
MaRDI profile type: Publication
Wikidata QID: Q59278098
full work available at URL: demo-2017-0020
OpenAlex ID: W2778962672
cites work: Q4265493
cites work: On a Measure of Dependence Between two Random Variables
cites work: Q3756303
cites work: Q3996150
cites work: The meta-elliptical distributions with given marginals
cites work: An Overview of the Goodness-of-Fit Test Problem for Copulas
cites work: Q3777247
cites work: Q5262078
cites work: On tests of radial symmetry for bivariate copulas
cites work: Tests of symmetry for bivariate copulas
cites work: Goodness-of-fit tests for copulas: A review and a power study
cites work: A Class of Statistics with Asymptotically Normal Distribution
cites work: Multivariate concordance
cites work: ON THE METHOD OF PAIRED COMPARISONS
cites work: Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
cites work: Multivariate T-Distributions and Their Applications
cites work: Goodness-of-fit test for tail copulas modeled by elliptical copulas
cites work: On the Asymptotic Distribution of Differentiable Statistical Functions
cites work: An introduction to copulas.
cites work: Simulating Copulas
cites work: Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
cites work: Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
cites work: Q3281461
cites work: Weak convergence and empirical processes. With applications to statistics
DOI: 10.1515/DEMO-2017-0020
description: scientific article; zbMATH DE number 6895342