Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
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Publication:2350037
DOI10.1016/j.jmva.2015.01.001zbMath1328.62355arXiv1306.0818OpenAlexW2016873109MaRDI QIDQ2350037
Publication date: 18 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.0818
Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)
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Uses Software
Cites Work
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