Christian Genest, Johanna Nešlehová
Abstract
Abstract This entry introduces the notion of copula, reviews classical copula models, and describes their main properties. The entry also presents rank‐based estimation procedures and goodness‐of‐fit tests for copula modeling.
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Abstract This entry introduces the notion of copula, reviews classical copula models, and describes their main properties. The entry also presents rank‐based estimation procedures and goodness‐of‐fit tests for copula modeling.
Key concepts: Copula (linguistics), Econometrics, Goodness of fit, Computer science, Mathematics, Statistics