Goodness-of-fit tests for multi-dimensional copulas: Expanding application to historical drought data

The question of how to choose a copula model that best fits a given dataset is a predominant limitation of the copula approach, and the present study aims to investigate the techniques of goodness-of-fit tests for multi-dimensional copulas. A goodness-of-fit test based on Rosenblatt's transformation...

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Principais autores:	Ming-wei Ma, Li-liang Ren, Song-bai Song, Jia-li Song, Shan-hu Jiang
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Elsevier 2013-01-01
coleção:	Water Science and Engineering
Assuntos:	goodness-of-fit test multi-dimensional copulas stochastic simulation Rosenblatt's transformation bootstrap approach drought data
Acesso em linha:	http://www.sciencedirect.com/science/article/pii/S1674237015302222
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