Asymptotic total variation tests for copulas
Work
Year: 2015
Type: article
Abstract: We propose a new platform of goodness-of-fit tests for copulas, based on empirical copula processes and nonparametric bootstrap counterparts. The standard Kolmogorov–Smirnov type test for copulas that... more
Source: Bernoulli
Institutions École Nationale de la Statistique et de l'Administration Économique, Centre de Recherche en Économie et Statistique, Florida Atlantic University, Cornell University
Cites: 37
Cited by: 7
Related to: 10
FWCI: 0.226
Citation percentile (by year/subfield): 66.07
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid