Open AccessKernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters
Author(s) -
Olivier Scaillet
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.731784
Subject(s) - goodness of fit , mathematics , kernel (algebra) , kernel smoother , statistics , smoothing , econometrics , kernel method , discrete mathematics , computer science , artificial intelligence , radial basis function kernel , support vector machine
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