Goodness-of-Fit Tests For Elliptical and Independent Copulas through Projection Pursuit

Author: Touboul Jacques  

Publisher: MDPI

E-ISSN: 1999-4893|4|2|87-114

ISSN: 1999-4893

Source: Algorithms, Vol.4, Iss.2, 2011-04, pp. : 87-114

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Abstract