Quessy, Jean-François; Bahraoui, Tarik - In: Journal of Multivariate Analysis 129 (2014) C, pp. 16-36
The selection of a copula that appropriately describes the dependence structure of a bivariate distribution function is an issue of a prime interest in multivariate statistical analysis. The most popular methods of testing are those based on the empirical copula and on Kendall’s process; these...