Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This article introduces a graphical goodness-of-fit test for copulas in more than two dimensions. The test is based on pairs of variables and can thus be interpreted as a first-order approximation of ...
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This is a preview. Log in through your library . Abstract For testing a composite goodness-of-fit hypothesis with randomly censored data, a correlation statistic which is an analogue of the ...
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