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"A goodness of fit test for copulas based on Rosenblatt's transformation."

Jadran Dobric, Friedrich Schmid (2007)

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DOI: 10.1016/J.CSDA.2006.08.012

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - https://dblp.org/rec/journals/csda/DobricS07
Jadran Dobric, Friedrich Schmid:
A goodness of fit test for copulas based on Rosenblatt's transformation. Comput. Stat. Data Anal. 51(9): 4633-4642 (2007)

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