A graphical goodness-of-fit test for dependence models in higher dimensions
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Date
2014Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of Computational and Graphical StatisticsVolume
Pages / Article No.
Publisher
CRC PressSubject
Copulas; Graphical goodness\-of\-fit tests; Rosenblatt transform; Test for bivariate independence; MSC2010; 62H15; 62\-09Organisational unit
03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 2 May 2012, Accepted 24 May 2013, Accepted author version posted online 27 June 2013, Published online 27 June 2013.More
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ETH Bibliography
yes
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