TY  - INPR
A1  - Liero, Hannelore
T1  - A Note on : testing the Copula Based on Densities
N2  - We consider the problem of testing whether the density of a mul- tivariate random variable can be expressed by a prespecified copula function and the marginal densities. The proposed test procedure is based on the asymptotic normality of the properly standardized integrated squared distance between a multivariate kernel density estimator and an estimator of its expectation under the hypothesis. The test of independence is a special case of this approach.
T3  - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2006, 02 
Y1  - 2011
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/4877
UR  - https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-49393
ER  -