A test of independence in some copula models

DOI10.3103/S1066530708020038zbMath1282.62144MaRDI QIDQ1019534

Salim Bouzebda, Amor Keziou

Publication date: 2 June 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

dependence function; asymptotic theory; pseudo-likelihood; semiparametric statistics; multivariate rank statistics

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62F10: Point estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

A New Test Procedure of Independence in Copula Models via χ²-Divergence, Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points, General bootstrap for dual \(\phi\)-divergence estimates, A semiparametric test of independence in copula models for censored data, Estimation and tests of independence in copula models via divergences, New estimates and tests of independence in some copula models

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