Copula model evaluation based on parametric bootstrap

DOI10.1016/j.csda.2007.10.028zbMath1452.62352OpenAlexW2066528809MaRDI QIDQ1023675

Aristidis K. Nikoloulopoulos, Dimitris Karlis

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.028

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bootstrap, jackknife and other resampling methods (62F40)

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