Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
Contributeurs/tricesScaillet, Olivier
Publié dansJournal of Multivariate Analysis, vol. 98, no. 3, p. 533-543
Date de publication2007
Résumé
Mots-clés
- Nonparametric
- Copula density
- Goodness-of-fit test
- U- statistic
Structure d'affiliation
Groupe de recherche
Citation (format ISO)
SCAILLET, Olivier. Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters. In: Journal of Multivariate Analysis, 2007, vol. 98, n° 3, p. 533–543. doi: 10.1016/j.jmva.2006.05.006
Fichiers principaux (1)
Article (Accepted version)
Identifiants
- PID : unige:79878
- DOI : 10.1016/j.jmva.2006.05.006
ISSN du journal0047-259X