Journal article

FAST LARGE-SAMPLE GOODNESS-OF-FIT TESTS FOR COPULAS

Ivan Kojadinovic, Jun Yan, Mark Holmes

Statistica Sinica | STATISTICA SINICA | Published : 2011

DOI: 10.5705/ss.2011.037a

University of Melbourne Researchers

Mark Holmes Author Mathematics and Statistics

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48Web of Science

Keywords

Multiplier Central Limit Theorem

Semiparametric Model

Empirical Process

Statistics & Probability

Pseudo-Observation

Physical Sciences

Semiparametric Estimation

Science & Technology