Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469): Difference between revisions

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-Shu-Lin Zhang
@@ Property / author: Shu-Lin Zhang / rank @@
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+Shu-Lin Zhang
@@ Property / author: Shu-Lin Zhang / rank @@
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+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
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+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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+6581456
@@ Property / zbMATH DE Number: 6581456 / rank @@
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@@ Property / zbMATH Keywords @@
+bootstrap hybrid test
@@ Property / zbMATH Keywords: bootstrap hybrid test / rank @@
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+in-and-out-of sample likelihood
@@ Property / zbMATH Keywords: in-and-out-of sample likelihood / rank @@
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+power
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+https://doi.org/10.1016/j.jeconom.2016.02.017
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+W2207378229
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@@ Property / cites work @@
+Local Power Analyses of Goodness‐of‐fit Tests for Copulas
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+Publication:127469