Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas
Year of publication: |
2014
|
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Authors: | Can, Sami |
Other Persons: | Einmahl, John H. J. (contributor) ; Khmaladze, Estate V. (contributor) ; Laeven, Roger J. A. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Martingal | Martingale |
Extent: | 1 Online-Ressource (28 p) |
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Series: | CentER Discussion Paper Series ; No. 2014-041 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2460733 [DOI] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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