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gofCopula: Goodness-of-Fit Tests for Copulae

Okhrin, O; Trimborn, S; Waltz, M

Okhrin, O (corresponding author), Tech Univ Dresden, Fac Transportat, Inst Transportat Econ, Chair Econometr & Stat Esp Traff Sci, Wurzburger St 35, D-01187 Dresden, Germany.

R JOURNAL, 2021; 13 (1): 467

Abstract

The last decades show an increased interest in modeling various types of data through copulae. Different copula models have been developed, which lead......

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