Fast large-sample goodness-of-fit tests for copulas
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Publication:2999752
Exact distribution theory in statistics (62E15) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)
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- scientific article; zbMATH DE number 7387531 (Why is no real title available?)
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- Modified Gaussian pseudo-copula: applications in insurance and finance
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- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
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