Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589)
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scientific article; zbMATH DE number 2247282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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