A goodness-of-fit test for copula densities
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References listed on IDEAS
- 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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- 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.
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KeywordsTesting hypothesis problems; Adaptation; Copula density; Minimax theory; Goodness-of-fit test; 62G10; 62G20; 62G30;
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