A copula test space model: How to avoid the wrong copula choice
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- MICHIELS, Frederik & DE SCHEPPER, Ann, 2009. "Understanding copula transforms: A review of dependence properties," Working Papers 2009012, University of Antwerp, Faculty of Business and Economics.
- repec:bla:ecorec:v:85:y:2009:i:s1:p:s59-s73 is not listed on IDEAS
- Frederik Michiels & Ann De Schepper, 2012. "How to improve the fit of Archimedean copulas by means of transforms," Statistical Papers, Springer, vol. 53(2), pages 345-355, May.
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Keywords
Copula; Kendall’s ?; Goodness-of-fit;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-08-14 (Econometrics)
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