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

Title
A goodness-of-fit test for bivariate extreme-value copulas
Authors
Keywords
-
Journal
BERNOULLI
Volume 17, Issue 1, Pages 253-275
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2011-02-08
DOI
10.3150/10-bej279

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