A goodness-of-fit test for copula densities
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 20 (2011)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Manishi Prasad & Peter Wahlqvist & Rich Shikiar & Ya-Chen Tina Shih, 2004. "A," PharmacoEconomics, Springer Healthcare | Adis, vol. 22(4), pages 225-244.
- Fermanian, Jean-David, 2005. "Goodness-of-fit tests for copulas," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 119-152, July.
- Sebastian Kiwitt & Natalie Neumeyer, 2013. "A note on testing independence by a copula-based order selection approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(1), pages 62-82, March.
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