Goodness-of-fit tests for copulas
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References listed on IDEAS
- Justel, Ana & Peña, Daniel & Zamar, Rubén, 1997. "A multivariate Kolmogorov-Smirnov test of goodness of fit," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 251-259, October.
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KeywordsCopulas GOF tests Kernel Basket derivatives;
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