Minimum quadratic distance (MQD) methods are used to construct chi-square test statistics for simple and composite hypothesis for parametric families of copulas. The methods aim at grouped data which form a contingency table but by defining a rule to group the data using Quasi-Monte Carlo numbers and two marginal empirical quantiles , the methods can be extended to handle complete data. The rule implicitly defines points on the nonnegative quadrant to form quadratic distances and the similarities of the rule with the use of random cells for classical minimum chi-square methods are indicated. The methods are relatively simple to implement and might be useful for applied works in various fields such as actuarial science.
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