A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580)
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scientific article; zbMATH DE number 5683089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence |
scientific article; zbMATH DE number 5683089 |
Statements
A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (English)
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18 March 2010
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asymptotic theory
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dependence function
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Gumbel copula
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multivariate rank statistics
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pseudo-likelihood
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semiparametric estimation
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0.94203496
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0.9250487
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0.91705537
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0.91465366
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0.91050416
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0.90186375
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0.8996967
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0.8977238
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0.88873035
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