A Goodness-of-fit Test for Copulas (Q5080467): Difference between revisions

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+Dependence structures for multivariate high-frequency data in finance
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+Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Estimation of copula-based semiparametric time series models
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+Asymptotic Expansions of the Information Matrix Test Statistic
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+A New Form of the Information Matrix Test
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+A goodness of fit test for copulas based on Rosenblatt's transformation
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+Using copulae to bound the value-at-risk for functions of dependent risks
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+Goodness-of-fit tests for copulas
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
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+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
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+Goodness-of-fit tests for copulas: A review and a power study
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+On the calculation of the information matrix test in the normal linear regression model
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+Bootstrap Test for Difference Between Means in Nonparametric Regression
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+Q4382161
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Fitting bivariate loss distributions with copulas
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+The Covariance Matrix of the Information Matrix Test
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+Testing the Gaussian copula hypothesis for financial assets dependences
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+On a new goodness-of-fit process for families of copulas
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+An introduction to copulas.
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+The Asymptotic Variance of Semiparametric Estimators
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+Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
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+Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Q3281461
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+Modelling sample selection using Archimedean copulas
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+The size bias of White's information matrix test
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+Semiparametric estimation in copula models
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+Maximum Likelihood Estimation of Misspecified Models
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