A copula test space model how to avoid the wrong copula choice

Kybernetika

Volumn 44, Issue 6, 2008, Pages 864-878

  Michiels, Frederik ^a   De Schepper, Ann ^a  

^a UNIVERSITY OF ANTWERP   (Belgium)

Author keywords

Associated copulas; Copula; Copula test space; Goodness of fit; Kendall's tau

Indexed keywords

EID: 64549084939     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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