A Goodness-of-fit Test for Copulas

Econometric Reviews

Volumn 33, Issue 7, 2014, Pages 751-771

  Huang, Wanling ^a   Prokhorov, Artem ^b,c  

^a UNIVERSITY OF TEXAS PAN AMERICAN   (United States)

^b Gina Cody School of Engineering and Computer Science   (Canada)

^c ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

Author keywords

Copula; Goodness of fit; Information matrix; MLE

Indexed keywords

EID: 84893911873     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938.2012.690692     Document Type: Article

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