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    • Generalized Information Matrix Tests for Copulas 

      Prokhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing (Business Analytics., 2015-09-11)
      We propose a family of goodness-of-fit tests for copulas. The tests use generalizations of the information matrix (IM) equality of White (1982) and so relate to the copula test proposed by Huang and Prokhorov (2014). The ...