Goodness-of-Fit Tests For Elliptical and Independent Copulas through Projection Pursuit
Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas. These tests result from the expansion of the projection pursuit methodology that we will introduce in the present article. This met...
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| Format: | Article |
| Language: | English |
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MDPI AG
2011-04-01
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| Series: | Algorithms |
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| Online Access: | http://www.mdpi.com/1999-4893/4/2/87/ |