Statistical procedures for the selection of a multidimensional meta-elliptical distribution

MaRDI QIDQ5262083zbMATH OpenFDO

Authors Jean-François Quessy, Rachelle Bellerive

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/156/

zbMATH Keywords

copulagoodness-of-fit testmeta-elliptical distributionsminimum-distance methodparametric bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)

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Cited in

(5)

• Identifiability and estimation of meta-elliptical copula generators
• Two bootstrap strategies for a k-problem up to location-scale with dependent samples
• Practical notes on multivariate modeling based on elliptical copulas
• Small area estimation with partially linear mixed-t model with measurement error
• Joint modelling of annual precipitation maxima over several durations for the construction of intensity-duration-frequency curves

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