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 functionasymptotic theorypseudo-likelihoodsemiparametric statisticsmultivariate rank statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (9)

Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data ⋮ A covariance-based test for shared frailty in multivariate lifetime data ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ A semiparametric test of independence in copula models for censored data ⋮ A New Test Procedure of Independence in Copula Models via χ²-Divergence ⋮ Estimation and tests of independence in copula models via divergences ⋮ General bootstrap for dual \(\phi\)-divergence estimates ⋮ New estimates and tests of independence in some copula models

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