Goodness-of-fit tests for copulas : a review and a power study
Year of publication: |
2009
|
---|---|
Authors: | Genest, Christian ; Rémillard, Bruno ; Beaudoin, David |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 2, p. 199-213
|
Subject: | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test |
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