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Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas

S.U. Can, John Einmahl and Roger Laeven ()
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S.U. Can: Tilburg University, Center For Economic Research

No 2017-052, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Khmaladze transform,; copula estimation; empirical process (search for similar items in EconPapers)
JEL-codes: C12 C14 (search for similar items in EconPapers)
Date: 2017
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