Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for specification of semiparametric copula dependence models |
scientific article |
Statements
193
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1
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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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