A goodness-of-fit test for Archimedean copula models in the presence of right censoring
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit Tests for Archimedean Copula Models
In this paper, we propose two tests for parametric models belonging to the Archimedean copula family, one for uncensored bivariate data and the other one for right-censored bivariate data. Our test procedures are based on the Fisher transform of the correlation coefficient of a bivariate (U, V ), which is a one-toone transform of the original random pair (T1, T2) that can be modeled by an Archi...
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عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 54 شماره
صفحات -
تاریخ انتشار 2010