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Goodness-of-fit tests for copulas. (English) Zbl 1095.62052
Summary: This paper defines two distribution free goodness-of-fit test statistics for copulas. It states their asymptotic distributions under some composite parametric assumptions in an independent identically distributed framework. A short simulation study is provided to assess their power performances.

MSC:
62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
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