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Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

✍ Scribed by Olivier Scaillet


Book ID
108185496
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
173 KB
Volume
98
Category
Article
ISSN
0047-259X

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A Class of Goodness of Fit Tests for a C
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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