Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6581456 / rank | |||
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bootstrap hybrid test | |||
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in-and-out-of sample likelihood | |||
| Property / zbMATH Keywords: in-and-out-of sample likelihood / rank | |||
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power | |||
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Revision as of 18:17, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for specification of semiparametric copula dependence models |
scientific article |
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193
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1
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215-233
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July 2016
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18 May 2016
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Goodness-of-fit test for specification of semiparametric copula dependence models (English)
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bootstrap hybrid test
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in-and-out-of sample likelihood
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power
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