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C-power functions 1 Copula process 1 Functional delta method 1 Goodness-of-fit tests 1 Multiplier bootstrap 1 Sequential test procedure 1
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Bahraoui, Tarik 1 Quessy, Jean-François 1
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Journal of Multivariate Analysis 1
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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
The selection of a copula that appropriately describes the dependence structure of a bivariate distribution function is an issue of a prime interest in multivariate statistical analysis. The most popular methods of testing are those based on the empirical copula and on Kendall’s process; these...
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