As mentioned in the course on copulas, a nice tool to describe dependence it Kendall's cumulative function. Given a random pair with distribution , define random variable . Then Kendall's cumulative function is
Genest and Rivest (1993) intr...

This is a special R-only entry.In Example 8.7, we showed the Hosmer and Lemeshow goodness-of-fit test. Today we demonstrate more advanced computational approaches for the test.If you write a function for your own use, it hardly matters what it looks l...

The Hosmer and Lemeshow goodness of fit (GOF) test is a way to assess whether there is evidence for lack of fit in a logistic regression model. Simply put, the test compares the expected and observed number of events in bins defined by the predicted p...