Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
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Publication:5718589
DOI10.1002/cjs.5540330306zbMath1077.62032OpenAlexW2080412783MaRDI QIDQ5718589
Publication date: 16 January 2006
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5540330306
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Nonparametric statistical resampling methods (62G09) Sequential statistical analysis (62L10)
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