3 citations · 10 across the 5 of their papers we have counts for
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stat.CO2013★ 2 cited
Efficient goodness-of-fit tests in multi-dimensional vine copula models
Ulf Schepsmeier
We introduce a new goodness-of-fit test for regular vine (R-vine) copula models, a flexible class of multivariate copulas based on a pair-copula construction (PCC). The test arises…
stat.CO2013★ 2 cited
A goodness-of-fit test for regular vine copula models
Ulf Schepsmeier
We introduce a new goodness-of-fit test for regular vine (R-vine) copula models. R-vine copulas are a very flexible class of multivariate copulas based on a pair-copula constructio…