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Multivariate goodness-of-fit tests based on Wasserstein distance
Hallin, Marc
;
Mordant, Gilles
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Segers, Johan
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2020
Persistent link: https://www.econbiz.de/10012179699
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Probit transformation for nonparametric kernel estimation of the copula density
Geenens, Gery
;
Charpentier, Arthur
;
Paindaveine, Davy
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2014
Persistent link: https://www.econbiz.de/10010376931
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