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Mathematics

Goodness-of-fit tests for copulas: A review and a power study

C. Genest, B. Rémillard, David Beaudoin

2006.11.1INSURANCE MATHEMATICS & ECONOMICS

DOI: 10.1016/j.insmatheco.2007.10.005

Abstract

Abstract is not available.

Citation format

GENEST, C.; RÉMILLARD, B.; BEAUDOIN, David. Goodness-of-fit tests for copulas: A review and a power study. INSURANCE MATHEMATICS & ECONOMICS, 2006, 44: 199–213.