Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589): Difference between revisions

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Latest revision as of 15:17, 11 June 2024

scientific article; zbMATH DE number 2247282
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Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
scientific article; zbMATH DE number 2247282

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    Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (English)
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    16 January 2006
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    Bootstrap
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    copula
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    model misspecification
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    nonnested hypothesis
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    pseudo-likelihood ratio test
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