reviewInsurance Mathematics and EconomicsNov 27, 2007Closed access

Goodness-of-fit tests for copulas: A review and a power study

CGChristian GenestBRBruno RémillardDBDavid Beaudoin

Université Laval · HEC Montréal

Indexed incrossref

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1,334
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43.47
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100%
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3

Topics & keywords

Topics
Keywords
  • Goodness of fit
  • Econometrics
  • Statistics
  • Mathematics
  • Psychology
UN Sustainable Development Goals
  • Peace, Justice and strong institutions
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