Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data (Q6640104)
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scientific article; zbMATH DE number 7946054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data |
scientific article; zbMATH DE number 7946054 |
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Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data (English)
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18 November 2024
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blanket test
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copula selection
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in-and-out-of-sample pseudo likelihood ratio test
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omnibus test
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parametric bootstrap
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