Question: 2. Construct a MATLAB function to perform a goodness-of-fit test for the Clayton copula by comparing the empirical Kendall tau with n n+2 , where

2. Construct a MATLAB function to perform a goodness-of-fit test for the Clayton copula by comparing the empirical Kendall tau with

ˆθn

ˆθn+2

, where ˆθn is the maximum pseudo likelihood estimator of θ.

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