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The Application of the Empirical Copula Processes in A Goodness-of-fit Test for Archimedean Copula Models
Pages: 8-13
Year: Issue:  5
Journal: journal of putian university

Keyword:  Archimedean Copulaempirical Copula processgoodness-of-fit testBootstrapp-value;
Abstract: 针对阿基米德Copula所特有的变量可交换性,提出了一种基于经验Copula过程的新拟合优度检验方法。不同于一般的Copula拟合优度检验,该方法在选择最优的阿基米德Copula时具有良好的效果。
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