Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037): Difference between revisions

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+.0818
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+Pair-copula constructions of multiple dependence
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+Beyond simplified pair-copula constructions
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+Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data
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+An Overview of the Goodness-of-Fit Test Problem for Copulas
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+Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
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+Goodness-of-fit tests for copulas: A review and a power study
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+On the calculation of the information matrix test in the normal linear regression model
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+On Information and Sufficiency
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+Testing Statistical Hypotheses
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+The IOS Test for Model Misspecification
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+Remarks on a Multivariate Transformation
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+A goodness-of-fit test for regular vine copula models
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+Derivatives and Fisher information of bivariate copulas
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+Estimating standard errors in regular vine copula models
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+The size bias of White's information matrix test
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+Maximum Likelihood Estimation of Misspecified Models
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+Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference
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