A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184): Difference between revisions
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Revision as of 02:01, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric maximum likelihood ratio test for the change point in copula models |
scientific article |
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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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