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Testing for Equality between Two Copulas

Testing for equality between two copulas
Authors: Bruno N. Rémillard; Olivier Scaillet;

Testing for Equality between Two Copulas

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Switzerland
Keywords

Statistics and Probability, Cramér-von Mises statistic, Cramér–von Mises statistic, empirical process, primary, pseudo-observations, 330/650, Copula, Cram´er-von Mises statistic, empirical process, pseudo-observations, multiplier central limit theorem, p-value., Nonparametric hypothesis testing, Multiplier central limit theorem, Numerical Analysis, Pseudo-observations, Asymptotic distribution theory in statistics, multiplier central limit theorem, p-value, Central limit and other weak theorems, Monte Carlo methods, Empirical process, P-value, Copula, Pseudo- observations, copula, Statistics, Probability and Uncertainty, secondary, 332/658, Cram ́er-von Mises statistic, \(p\)-value, ddc: ddc:332/658, ddc: ddc:330/650, jel: jel:C12, jel: jel:C14, jel: jel:C15

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    144
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 1%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Top 10%
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
144
Top 1%
Top 10%
Top 10%
Green
hybrid