Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review |
scientific article |
Statements
Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (English)
0 references
18 June 2015
0 references
copula
0 references
goodness-of-fit tests
0 references
information matrix ratio test
0 references
power comparison
0 references
R-vine
0 references
