A test of independence in some copula models (Q1019534)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A test of independence in some copula models |
scientific article |
Statements
A test of independence in some copula models (English)
0 references
2 June 2009
0 references
dependence function
0 references
pseudo-likelihood
0 references
asymptotic theory
0 references
multivariate rank statistics
0 references
semiparametric statistics
0 references