BERG, DANIEL; QUESSY, JEAN-FRANÇOIS - In: Scandinavian Journal of Statistics 36 (2009) 3, pp. 389-412
The asymptotic behaviour of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Cramér-von Mises functional of the empirical copula process and new moment-based goodness-of-fit statistics are made by considering their...