Test of independence and randomness based on the empirical copula process
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DOI: 10.1007/BF02595777
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More about this item
Keywords
Copula; Cramér-von Mises statistic; empirical process; Möbius inversion formula; pseudo-observations; semi-parametric models; serial dependence; tesis of independence; 60F05; 2E20;All these keywords.
JEL classification:
Statistics
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