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gofCopula: Goodness-of-Fit Tests for Copulae.

Ostap OkhrinSimon TrimbornMartin Waltz
Published in: R J. (2021)
Keyphrases
  • goodness of fit
  • null hypothesis
  • chi square
  • cross entropy
  • logistic regression
  • kolmogorov smirnov
  • bayesian networks
  • classification accuracy
  • probability distribution
  • kl divergence