A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems.

Ivan Kojadinovic Jun Yan

Published in: Stat. Comput. (2011)

Keyphrases

limit theorems
dependence structure
heavy traffic
confidence intervals
steady state
hardware implementation
queue length
floating point
machine learning
marginal distributions
data sets
markov chain
long run
queueing networks