A goodness-of-fit test for bivariate extreme-value copulas

Bernoulli 2011 / 02 Vol. 17; Iss. 1

A goodness-of-fit test for bivariate extreme-value copulas

Genest, Christian, Kojadinovic, Ivan, Nešlehová, Johanna, Yan, Jun
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Volume:
17
Language:
english
Journal:
Bernoulli
DOI:
10.3150/10-BEJ279
Date:
February, 2011
File:
PDF, 492 KB
english, 2011
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