A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems

Statistics and Computing

Volumn 21, Issue 1, 2011, Pages 17-30

  Kojadinovic, Ivan ^a   Yan, Jun ^b  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Normal copula; Plackett formula; Pseudo likelihood; Pseudo observation; Rank; t copula

Indexed keywords

EID: 78650311125     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-009-9142-y     Document Type: Article

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