A test for the equality of marginal distributions of bi-dimensional distribution functions represented by a parametric copula and completely unknown marginals is proposed.
On propose un test pour l'égalité des répartitions des marginaux complètement inconnus quand la fonction de répartition bi-dimensionelle est donnée en termes d'une copule paramétrique avec le paramètre d'association inconnu.
Accepted:
Published online:
Vilijandas Bagdonavičius 1; Sergey Malov 2; Mikhail Nikulin 3
@article{CRMATH_2008__346_7-8_445_0, author = {Vilijandas Bagdonavi\v{c}ius and Sergey Malov and Mikhail Nikulin}, title = {Testing of the homogeneity of marginal distributions in copula models}, journal = {Comptes Rendus. Math\'ematique}, pages = {445--450}, publisher = {Elsevier}, volume = {346}, number = {7-8}, year = {2008}, doi = {10.1016/j.crma.2008.02.022}, language = {en}, }
TY - JOUR AU - Vilijandas Bagdonavičius AU - Sergey Malov AU - Mikhail Nikulin TI - Testing of the homogeneity of marginal distributions in copula models JO - Comptes Rendus. Mathématique PY - 2008 SP - 445 EP - 450 VL - 346 IS - 7-8 PB - Elsevier DO - 10.1016/j.crma.2008.02.022 LA - en ID - CRMATH_2008__346_7-8_445_0 ER -
Vilijandas Bagdonavičius; Sergey Malov; Mikhail Nikulin. Testing of the homogeneity of marginal distributions in copula models. Comptes Rendus. Mathématique, Volume 346 (2008) no. 7-8, pp. 445-450. doi : 10.1016/j.crma.2008.02.022. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2008.02.022/
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