Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore testing copula hypothesis based on it can be applied to any types of copula function. The test statistic is defined as the difference of copula entropy of copula hypothesis and true copula entropy. We propose the estimation method of the proposed statistic and two special cases for Gaussian copula hypothesis and Gumbel copula hypothesis. We test the effectiveness of the proposed method with simulation experiments.

翻译：在Copula理论的应用中，Copula假设检验具有基础性重要意义。本文提出了一种基于Copula熵的Copula假设检验方法。由于Copula熵是概率论中的统一理论，因此基于该理论的Copula假设检验可适用于任何类型的Copula函数。检验统计量定义为Copula假设的Copula熵与真实Copula熵的差值。我们提出了该统计量的估计方法，并针对高斯Copula假设和Gumbel Copula假设两种特殊情形进行了讨论。通过仿真实验验证了所提方法的有效性。