Goodness-of-fit procedures for copula models based on the probability integral transformation

Scandinavian Journal of Statistics

Volumn 33, Issue 2, 2006, Pages 337-366

  Genest, Christian ^a   Quessy, Jean François ^b   Rémillard, Bruno ^c  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

^c HEC MONTRÉAL   (Canada)

Author keywords

Empirical process; Kendall's tau; Probability integral transformation; Pseudo observation

Indexed keywords

EID: 33745318954     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00470.x     Document Type: Article

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