4 citations · 7 across the 3 of their papers we have counts for
1 paper · 2 filters
Jean-David Fermanian, Dragan Radulovic, Marten Wegkamp
We propose a new goodness-of-fit test for copulas, based on empirical copula processes and their nonparametric bootstrap counterparts. The standard Kolmogorov-Smirnov type test for…