Emura, Takeshi; Lin, Chien-Wei; Wang, Weijing - In: Computational Statistics & Data Analysis 54 (2010) 12, pp. 3033-3043
A goodness-of-fit testing procedure for Archimedean copula (AC) models is developed based on right-censored data. The proposed approach extends an existing method, which is suitable for the Clayton model, to general AC models. Asymptotic properties of the proposed test statistics under the true...