Quessy, Jean-François; Bahraoui, Tarik - In: Journal of Multivariate Analysis 129 (2014) C, pp. 16-36
computationally heavy. This paper introduces the concept of C-power functions associated to bivariate copulas. In the first step … are used to develop a goodness-of-fit test for bivariate multi-parameter copula models. The recursive nature of the C-power … functions induces easily computable formulas for the test statistics and suggests a sequential method of testing. The sample …