Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas
نویسندگان
چکیده
منابع مشابه
On distribution-free goodness-of-fit testing of exponentiality
Local, or better, contiguous alternatives are the closest alternatives against which it is still possible to have some power. With this in mind we would like to think of goodness-of-fit tests as those which have some power against all, or a huge majority, of local alternatives. Tests of that kind are often based on nonlinear functionals, with a complicated asymptotic null distribution. Therefor...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.3089612