Test of independence and randomness based on the empirical copula process

Christian Genest () and Bruno Remillard ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2004, vol. 13, issue 2, 335-369

Keywords: Copula; Cramér-von Mises statistic; empirical process; Möbius inversion formula; pseudo-observations; semi-parametric models; serial dependence; tesis of independence; 60F05; 2E20 (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (36)

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DOI: 10.1007/BF02595777

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