A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems

A Class of Goodness of Fit Tests for a C

A Class of Goodness of Fit Tests for a Copula Based on Bivariate Right-Censored Data

✍ Per K. Andersen; Claus T. Ekstrøm; John P. Klein; Youyi Shu; Mei-Jie Zhang 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB 👁 2 views

The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the rando