## Archived publication

## Archived publication

### A Goodness-of-fit Test for Copulae Based on the Probability Integral Transform

December 13, 2005

SAMBA

**Filename**:**Areas**: Finance, insurance and the electricity market**Keywords**: Copulae, Goodness-of-fit, Probability Integral Transform**Page(s)**: 23**Name and number of project**: Statistical Analysis of Risk (StAR)**Title**: A Goodness-of-fit Test for Copulae Based on the Probability Integral Transform**Author(s)**: Berg, Daniel; Bakken, Henrik**Report number**: SAMBA/41/05**Published date**: December 13, 2005