Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:59, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for specification of semiparametric copula dependence models |
scientific article |
Statements
193
0 references
1
0 references
215-233
0 references
July 2016
0 references
18 May 2016
0 references
Goodness-of-fit test for specification of semiparametric copula dependence models (English)
0 references
bootstrap hybrid test
0 references
in-and-out-of sample likelihood
0 references
power
0 references
