Kernel based goodness-of-fit tests for copulas with fixed foxed smoothing parameters
Olivier Scaillet
| Year of publication: |
Sept. 2005
|
|---|---|
| Other Persons: | Scaillet, Olivier (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Extent: | Online-Ressource, 12 p. = 1380 KB, text |
|---|---|
| Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 145 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003074267