Testing for equality between two copulas
ContributorsRémillard, Bruno; Scaillet, Olivier
Published inJournal of Multivariate Analysis, vol. 100, no. 3, p. 377-386
Publication date2009
Abstract
Keywords
- Copula
- Cram ́er-von Mises statistic
- Empirical process
- Pseudo- observations
- Multiplier central limit theorem
- P-value
Affiliation
Research group
Citation (ISO format)
RÉMILLARD, Bruno, SCAILLET, Olivier. Testing for equality between two copulas. In: Journal of Multivariate Analysis, 2009, vol. 100, n° 3, p. 377–386. doi: 10.1016/j.jmva.2008.05.004
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:79882
- DOI : 10.1016/j.jmva.2008.05.004
ISSN of the journal0047-259X