Copula model evaluation based on parametric bootstrap (Q1023675): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2007.10.028 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2066528809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simulation-based method for model evaluation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for discriminating between models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631874 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence structures for multivariate high-frequency data in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a bivariate extreme value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate distributions with given extreme value attractor / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5340435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3855979 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the lower tail dependence λ<sub><i>L</i></sub>in bivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: A goodness of fit test for copulas based on Rosenblatt's transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests for copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Frank's family of bivariate distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference Procedures for Bivariate Archimedean Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian copula selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of semiparametric and parametric methods for estimating copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3870155 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Selection and Semiparametric Inference for Bivariate Failure-Time Data / rank
 
Normal rank

Latest revision as of 15:30, 1 July 2024

scientific article
Language Label Description Also known as
English
Copula model evaluation based on parametric bootstrap
scientific article

    Statements

    Copula model evaluation based on parametric bootstrap (English)
    0 references
    12 June 2009
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references