Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
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Publication:5718589
DOI10.1002/cjs.5540330306zbMath1077.62032MaRDI 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
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H15: Hypothesis testing in multivariate analysis
62G09: Nonparametric statistical resampling methods
62L10: Sequential statistical analysis
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