A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184): Difference between revisions

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Latest revision as of 21:09, 17 July 2024

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A semiparametric maximum likelihood ratio test for the change point in copula models
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    A semiparametric maximum likelihood ratio test for the change point in copula models (English)
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    14 January 2019
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    dependence function
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    multivariate rank statistics
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    semiparametric inference
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    copulas
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    change point
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    likelihood ratio processes
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    Brownian bridge
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    weighted approximations
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    extreme value asymptotics
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