Showing 1 - 10 of 517
Persistent link: https://www.econbiz.de/10003806837
Persistent link: https://www.econbiz.de/10002688693
This paper suggests a goodness-of-fit test for parametric families of Archimedean copulas for high dimensional distributions. The test statistic is based on the classical chi-square-statistic but has a nonstandard asymptotic distribution. Monte-Carlo simulations show that the test keeps the...
Persistent link: https://www.econbiz.de/10009349860
Persistent link: https://www.econbiz.de/10009511787
Persistent link: https://www.econbiz.de/10003732739
Persistent link: https://www.econbiz.de/10003758871
Persistent link: https://www.econbiz.de/10003770071
Persistent link: https://www.econbiz.de/10003899237
Persistent link: https://www.econbiz.de/10003869184
Persistent link: https://www.econbiz.de/10003900947