Testing exchangeability of copulas in arbitrary dimension
Author:
Affiliation:
1. Institute of Number Theory and Probability Theory, University of Ulm, Ulm, Germany
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10485252.2016.1253841
Reference31 articles.
1. Weak convergence of the empirical copula process with respect to weighted metrics
2. A note on bootstrap approximations for the empirical copula process
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4. On definitions of bounded variation for functions of two variables
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