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 transform...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2013-01-01
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| Series: | Water Science and Engineering |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1674237015302222 |