| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524440 | Journal of Multivariate Analysis | 2005 | 34 Pages |
Abstract
This paper defines two distribution free goodness-of-fit test statistics for copulas. It states their asymptotic distributions under some composite parametric assumptions in an independent identically distributed framework. A short simulation study is provided to assess their power performances.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Jean-David Fermanian,