A Family of Goodness-of-Fit Tests for Copulas Based on Characteristic Functions
Author:
Affiliation:
1. Department de mathématiques; Université de Sherbrooke
2. Université du Québec à Trois-Rivières
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12300/fullpdf
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5. Testing the goodness of fit of a parametric density function by kernel method;Fan;Econ. Theory,1994
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