An adaptation of Q-Qplot for adjustment of Archimedean copulas

We propose a graphic method to the copulas tting adapted from QQplot denominated
Kendall Plot. This method is more complete than the QQplot due to the addition of
condence bands to the Kendall Plot. The reduction of the data dimension to a onedimensional
random variable, called BIPIT, which carries information about dependency
data structure, allows the utilization of the QQplot adaptation for testing dependency
structures.
Keywords: Copula, BIPIT, Q-Qplot, Kendall Plot, Statistical hypothesis testing.