标题： 关于copula拟合优度检验问题的概述 显示英文标题

标题： An overview of the goodness-of-fit test problem for copulas

摘要： 我们回顾了用于copula拟合优度检验的主要“全面程序”：基于经验copula过程的检验、基于概率积分变换的检验、基于Kendall相关函数的检验等，以及一些相应的降维技术。 讨论了寻找渐近分布自由检验统计量和计算可靠p值的问题。 处理了一些特殊情况，如方便的时间依赖copula检验、Archimedean copula或极值copula检验等。 最后，简要总结了所提出方法的实际表现。 显示英文摘要

摘要： We review the main "omnibus procedures" for goodness-of-fit testing for copulas: tests based on the empirical copula process, on probability integral transformations, on Kendall's dependence function, etc, and some corresponding reductions of dimension techniques. The problems of finding asymptotic distribution-free test statistics and the calculation of reliable p-values are discussed. Some particular cases, like convenient tests for time-dependent copulas, for Archimedean or extreme-value copulas, etc, are dealt with. Finally, the practical performances of the proposed approaches are briefly summarized.