Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469): Difference between revisions

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Revision as of 23:55, 4 March 2024

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Goodness-of-fit test for specification of semiparametric copula dependence models
scientific article

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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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