Smooth test for equality of copulas
Work
Year: 2024
Type: article
Abstract: A smooth test to simultaneously compare K copulas, where K≥2, is proposed. The K observed populations can be paired. The test statistic is based on the differences between moment sequences, called cop... more
Source: Electronic Journal of Statistics
Institutions Université de Rennes, Centre de Recherche en Économie et Statistique, Centre National de la Recherche Scientifique, Institut Polytechnique de Bordeaux, Centrale Marseille +1 more
Cites: 27
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Gender equality
Open Access status: gold
APC paid (est): $675