A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184)
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scientific article; zbMATH DE number 7000878
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| English | A semiparametric maximum likelihood ratio test for the change point in copula models |
scientific article; zbMATH DE number 7000878 |
Statements
A semiparametric maximum likelihood ratio test for the change point in copula models (English)
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14 January 2019
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dependence function
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multivariate rank statistics
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semiparametric inference
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copulas
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change point
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likelihood ratio processes
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Brownian bridge
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weighted approximations
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extreme value asymptotics
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0.8734877109527588
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0.8278230428695679
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0.8128714561462402
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0.8088891506195068
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0.8052601218223572
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