Goodness-of-fit test for copulas
Year of publication: |
2005
|
---|---|
Authors: | Panchenko, Valentyn |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 355.2005, 1, p. 176-182
|
Publisher: |
Elsevier |
Subject: | Copula | Correlation | Goodness-of-fit | Multivariate time series | Nonparametric statistics | V-statistics | Bootstrap |
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