A large and complete library of Matlab codes for copula modeling & inference
Omnibus GoF tests for copulas
Goodness-of-fit tests
- GoF_EmpCopula (Genest et al., 2009, IME)
- GoF_KendallProcess (Genest et al., 2006, SJS)
- GoF_SpearmanProcess (Mesfioui et al., 2009, CJS)