Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters
ContributorsScaillet, Olivier![orcid](assets/images/orcid.png)
![orcid](assets/images/orcid.png)
Collection
- Cahiers de recherche; 2005.05
Publication date2005
Abstract
Keywords
- Nonparametric
- Copula density
- Goodness-of-fit test
- U-statistic
Affiliation
Citation (ISO format)
SCAILLET, Olivier. Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters. 2005
Main files (1)
Report
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Identifiers
- PID : unige:5759