Local Power Analyses of Goodness-of-fit Tests for Copulas

Berg, Daniel; Quessy, Jean Francois

September 01, 2009

SAMBA

• ISBN: DOI: 10.1111/j.1467-9469.2009.00643.x
• Author(s): Berg, Daniel; Quessy, Jean Francois
• Title: Local Power Analyses of Goodness-of-fit Tests for Copulas
• Volume/number: 36(3)
• Name and number of project:
• Journal: Scandinavian Journal of Statistics
• Page(s): 389-412
• Conference:
• Refereed: 1
• Publisher:
• Published date: September 01, 2009
• Book title:
• Editor: