A goodness of fit test for copulas based on Rosenblatt's transformation
| Year of publication: |
2007
|
|---|---|
| Authors: | Dobric, Jadran ; Schmid, Friedrich |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 9, p. 4633-4642
|
| Publisher: |
Elsevier |