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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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review |
scientific article |
Statements
Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (English)
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18 June 2015
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copula
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goodness-of-fit tests
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information matrix ratio test
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power comparison
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R-vine
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