Moment redundancy test with application to efficiency-improving copulas
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Publication:1787980
DOI10.1016/j.econlet.2018.07.009zbMath1402.62113OpenAlexW2880782084MaRDI QIDQ1787980
Publication date: 8 October 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2123/20204
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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