A New Test Procedure of Independence in Copula Models via χ2-Divergence
نویسندگان
چکیده
منابع مشابه
A new test procedure of independence in Copula models via χ 2 - divergence
A new test procedure of independence in Copula models via χ 2 Abstract. We introduce a new test procedure of independence in the framework of para-metric copulas with unknown marginals. The method is based essentially on the dual representation of χ 2-divergence on signed finite measures. The asymptotic properties of the proposed estimate and the test statistic are studied under null and altern...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2009
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610920802645379