Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589)
From MaRDI portal
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 |
Statements
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (English)
0 references
16 January 2006
0 references
Bootstrap
0 references
copula
0 references
model misspecification
0 references
nonnested hypothesis
0 references
pseudo-likelihood ratio test
0 references
0 references
0 references
