Test of independence and randomness based on the empirical copula process
| Year of publication: |
2004
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|---|---|
| Authors: | Genest, Christian ; Rémillard, Bruno |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 13.2004, 2, p. 335-369
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| Publisher: |
Springer |
| Subject: | Copula | Cramér-von Mises statistic | empirical process | Möbius inversion formula | pseudo-observations | semi-parametric models | serial dependence | tesis of independence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005613358