Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances

Journal of Multivariate Analysis

Volumn 101, Issue 3, 2010, Pages 749-763

  Bücher, Axel ^a   Dette, Holger ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Copula; Goodness of fit tests; L2 distance; Parametric bootstrap

Indexed keywords

EID: 72549083380     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.09.014     Document Type: Article

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