Modeling multivariate distributions with continuous margins using the copula R package

Journal of Statistical Software

Volumn 34, Issue 9, 2010, Pages 1-20

  Kojadinovic, Ivan ^a   Yan, Jun ^b  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Goodness of fit; Multivariate independence; Pseudo observations; Rank based tests; Serial independence

Indexed keywords

EID: 77953211482     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v034.i09     Document Type: Article

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