Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection |
scientific article; zbMATH DE number 2247282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection |
scientific article; zbMATH DE number 2247282 |
Statements
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (English)
0 references
16 January 2006
0 references
Bootstrap
0 references
copula
0 references
model misspecification
0 references
nonnested hypothesis
0 references
pseudo-likelihood ratio test
0 references
0 references
0 references
