A graphical goodness-of-fit test for dependence models in higher dimensions
Metadata only
Datum
2014Typ
- Journal Article
ETH Bibliographie
yes
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Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Journal of Computational and Graphical StatisticsBand
Seiten / Artikelnummer
Verlag
CRC PressThema
Copulas; Graphical goodness\-of\-fit tests; Rosenblatt transform; Test for bivariate independence; MSC2010; 62H15; 62\-09Organisationseinheit
03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Anmerkungen
Received 2 May 2012, Accepted 24 May 2013, Accepted author version posted online 27 June 2013, Published online 27 June 2013.ETH Bibliographie
yes
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