Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046)

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scientific article; zbMATH DE number 5950665
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Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
scientific article; zbMATH DE number 5950665

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    Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (English)
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    27 September 2011
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    maximum likelihood
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    model misspecification
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    pseudolikelihood
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    semiparametric estimation
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