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A goodness-of-fit test for copula densities

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  • Ghislaine Gayraud
  • Karine Tribouley

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  • Ghislaine Gayraud & Karine Tribouley, 2011. "A goodness-of-fit test for copula densities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 549-573, November.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:3:p:549-573
    DOI: 10.1007/s11749-010-0217-z
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    References listed on IDEAS

    as
    1. Autin, F. & Le Pennec, E. & Tribouley, K., 2010. "Thresholding methods to estimate copula density," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 200-222, January.
    2. Fermanian, Jean-David, 2005. "Goodness-of-fit tests for copulas," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 119-152, July.
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    Cited by:

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