Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823): Difference between revisions
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| Property / author: Salim Bouzebda / rank | |||
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| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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| Property / zbMATH DE Number: 6355495 / rank | |||
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dependence function | |||
| Property / zbMATH Keywords: dependence function / rank | |||
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multivariate rank statistics | |||
| Property / zbMATH Keywords: multivariate rank statistics / rank | |||
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semiparametric inference | |||
| Property / zbMATH Keywords: semiparametric inference / rank | |||
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multiple change-points | |||
| Property / zbMATH Keywords: multiple change-points / rank | |||
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Brownian bridge | |||
| Property / zbMATH Keywords: Brownian bridge / rank | |||
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pseudo observations | |||
| Property / zbMATH Keywords: pseudo observations / rank | |||
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multiplier central limit theorem | |||
| Property / zbMATH Keywords: multiplier central limit theorem / rank | |||
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exchangeable bootstrap | |||
| Property / zbMATH Keywords: exchangeable bootstrap / rank | |||
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Revision as of 14:00, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points |
scientific article |
Statements
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (English)
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15 October 2014
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dependence function
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multivariate rank statistics
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semiparametric inference
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multiple change-points
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Brownian bridge
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pseudo observations
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multiplier central limit theorem
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exchangeable bootstrap
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