Local Power Analyses of Goodness-of-fit Tests for Copulas

  • Daniel Karl Andreas Berg
  • Jean-Francois Quessy

Publication details

  • Journal: Scandinavian Journal of Statistics, vol. 36, p. 389–412–24, 2009
  • International Standard Numbers:
    • Printed: 0303-6898
    • Electronic: 1467-9469
  • Link: