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

Title
Goodness-of-fit tests for copulas: A review and a power study
Authors
Keywords
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Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 44, Issue 2, Pages 199-213
Publisher
Elsevier BV
Online
2007-11-27
DOI
10.1016/j.insmatheco.2007.10.005

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