EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"C-power functions"
Narrow search

Narrow search

Year of publication
Subject
All
C-power functions 1 Copula process 1 Functional delta method 1 Goodness-of-fit tests 1 Multiplier bootstrap 1 Sequential test procedure 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Bahraoui, Tarik 1 Quessy, Jean-François 1
Published in...
All
Journal of Multivariate Analysis 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit
Quessy, Jean-François; Bahraoui, Tarik - In: Journal of Multivariate Analysis 129 (2014) C, pp. 16-36
computationally heavy. This paper introduces the concept of C-power functions associated to bivariate copulas. In the first step … are used to develop a goodness-of-fit test for bivariate multi-parameter copula models. The recursive nature of the C-power … functions induces easily computable formulas for the test statistics and suggests a sequential method of testing. The sample …
Persistent link: https://www.econbiz.de/10010786424
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...