Jadran Dobric, Friedrich Schmid. A goodness of fit test for copulas based on Rosenblatt s transformation. Computational Statistics & Data Analysis, 51(9):4633-4642, 2007. [doi]
@article{DobricS07,
title = {A goodness of fit test for copulas based on Rosenblatt s transformation},
author = {Jadran Dobric and Friedrich Schmid},
year = {2007},
doi = {10.1016/j.csda.2006.08.012},
url = {http://dx.doi.org/10.1016/j.csda.2006.08.012},
tags = {rule-based, testing, transformation},
researchr = {https://researchr.org/publication/DobricS07},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {9},
pages = {4633-4642},
}