bootstrapfun {CopulaInference} | R Documentation |
Function to perform parametric bootstrap for goodness-of-fit tests
Description
This function simulates Cramer-von Mises statistic and Kendall's statistic using parametric bootstrap for arbitrary data.
Usage
bootstrapfun(object)
Arguments
object |
object of class 'statcvm'. |
Value
Sn |
Simulated value of the Cramer-von Mises statistic |
Tn |
simulated value of the Kendall's statistic |
Rn |
simulated value of the Spearman's statistic |
parB |
Estimated parameter |
References
Nasri & Remillard (2023). Identifiability and inference for copula-based semiparametric models for random vectors with arbitrary marginal distributions. arXiv 2301.13408.
Nasri & Remillard (2023). Goodness-of-fit and bootstrapping for copula-based random vectors with arbitrary marginal distributions.
[Package CopulaInference version 0.5.0 Index]