A graphical goodness-of-fit test for dependence models in higher dimensions
dc.contributor.author
Hofert, Marius
dc.contributor.author
Mächler, Martin
dc.date.accessioned
2017-06-10T22:38:20Z
dc.date.available
2017-06-10T22:38:20Z
dc.date.issued
2014
dc.identifier.issn
1061-8600
dc.identifier.issn
1537-2715
dc.identifier.other
10.1080/10618600.2013.812518
dc.identifier.uri
http://hdl.handle.net/20.500.11850/73084
dc.language.iso
en
dc.publisher
CRC Press
dc.subject
Copulas
dc.subject
Graphical goodness\-of\-fit tests
dc.subject
Rosenblatt transform
dc.subject
Test for bivariate independence
dc.subject
MSC2010
dc.subject
62H15
dc.subject
62\-09
dc.title
A graphical goodness-of-fit test for dependence models in higher dimensions
dc.type
Journal Article
ethz.journal.title
Journal of Computational and Graphical Statistics
ethz.journal.volume
23
ethz.journal.issue
3
ethz.pages.start
700
ethz.pages.end
716
ethz.notes
Received 2 May 2012, Accepted 24 May 2013, Accepted author version posted online 27 June 2013, Published online 27 June 2013.
ethz.identifier.wos
ethz.identifier.nebis
001591256
ethz.publication.place
London
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)::03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)::03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-10T22:41:24Z
ethz.source
ECIT
ethz.identifier.importid
imp593651150f5d810530
ethz.ecitpid
pub:115710
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-20T13:54:31Z
ethz.rosetta.lastUpdated
2024-02-01T20:58:01Z
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