Testing for Equality between Two Copulas
ContributorsRemillard, Bruno
; Scaillet, Olivier
Published inJournal of Multivariate Statistics, p. 21
First online date2007
Abstract
Keywords
- Copula
- Cram´er-von Mises statistic
- Empirical process
- Pseudo- observations
- Multiplier central limit theorem
- P-value
Affiliation entities
Citation (ISO format)
REMILLARD, Bruno, SCAILLET, Olivier. Testing for Equality between Two Copulas. In: Journal of Multivariate Statistics, 2007, p. 21. doi: 10.2139/ssrn.1014550
Main files (1)
Article (Published version)
Identifiers
- PID : unige:195214
- DOI : 10.2139/ssrn.1014550
Additional URL for this publicationhttps://www.ssrn.com/abstract=1014550
