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A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
14 references·16 citing·27 second hop
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References

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  • 2008Testing for equality between two copulas190 cited
  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 2006Copulas: From theory to application in Finance134 cited

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  • 2013Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns198 cited

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  • 2011Tests of symmetry for bivariate copulas113 cited
  • 2010Comparison of three semiparametric methods for estimating dependence parameters in copula models101 cited
  • 2011Fast large-sample goodness-of-fit tests for copulas101 cited
  • 2013Selection of Vine Copulas99 cited
  • 2013Copula-Based Regression Estimation and Inference91 cited
  • 2010A note on bootstrap approximations for the empirical copula process72 cited
  • 2017Asymptotic behavior of the empirical multilinear copula process under broad conditions62 cited
  • 2019RETRACTED: On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model38 cited
  • 2013Selection strategies for regular vine copulae37 cited
  • 2013An Overview of the Goodness-of-Fit Test Problem for Copulas36 cited
  • 2013Application of copulas to multivariate control charts33 cited
  • 2017Examining dynamic currency linkages amongst South Asian economies: An empirical study33 cited
  • 2014Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models32 cited
  • 2013Modified Gaussian pseudo-copula: Applications in insurance and finance32 cited
  • 2013Dependence structure among international stock markets: a GARCH–copula analysis31 cited