A goodness-of-fit test for copula densities
Year of publication: |
2011
|
---|---|
Authors: | Gayraud, Ghislaine ; Tribouley, Karine |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 3, p. 549-573
|
Publisher: |
Springer |
Subject: | Testing hypothesis problems | Adaptation | Copula density | Minimax theory | Goodness-of-fit test |
-
Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters
Scaillet, Olivier, (2005)
-
Adaptive Bayesian estimation in indirect Gaussian sequence space models
Johannes, Jan, (2020)
-
Equivalence and Bifurcations of Finite Order Stochastic Processes
Diks, Cees, (2005)
- More ...
-
Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law
Gayraud, Ghislaine, (1999)
-
Estimating copula densities through wavelets
Genest, Christian, (2009)
-
Procedure of test to compare the tail indices
Mougeot, Mathilde, (2010)
- More ...