A diagnostic test for specification of copulas under censorship

DOI10.1080/07474938.2020.1721834zbMath1490.62108MaRDI QIDQ5861008

Juan Lin, Ximing Wu

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2020.1721834

zbMATH Keywords

survival analysis; censorship; smooth test; copula specification

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data

Uses Software

• QRM
• CopulaModel

Cites Work

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