Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances
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References listed on IDEAS
- Y. Malevergne & D. Sornette, 2003.
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- Jean-David Fermanian, 2012. "An overview of the goodness-of-fit test problem for copulas," Papers 1211.4416, arXiv.org.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- 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;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 62-82, March.
- repec:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0567-8 is not listed on IDEAS
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KeywordsGoodness-of-fit tests Copula L2-distance Parametric bootstrap;
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