A test of independence in some copula models
From MaRDI portal
Publication:1019534
DOI10.3103/S1066530708020038zbMath1282.62144MaRDI QIDQ1019534
Publication date: 2 June 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
dependence function; asymptotic theory; pseudo-likelihood; semiparametric statistics; multivariate rank statistics
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, 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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