Choice of multivariate copulas with parametric structure

zbMATH Open1196.62061MaRDI QIDQ3403232FDOQ3403232

Authors: Juan Wu, Cihua Liu, Xiaoxia Qiu, Ting Wen, Fang Wan 

Publication date: 12 February 2010

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zbMATH Keywords

goodness-of-fit testscopula functiondependence relationships

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (3)

• Correlation analysis of the Shanghai-Shenzhen stock index based on Gaussian copulas and \(t\)-copulas
• Title not available (Why is that?)
• Copula model evaluation based on parametric bootstrap

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