Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

Journal of Multivariate Analysis

Volumn 98, Issue 3, 2007, Pages 533-543

  Scaillet, Olivier ^a  

^a UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Copula density; Goodness of fit test; Nonparametric; U statistic

Indexed keywords

EID: 33751015728     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.05.006     Document Type: Article

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