The Copula Information Criteria

DOI10.1111/sjos.12042zbMath1416.62249OpenAlexW2118084620MaRDI QIDQ5418635

Steffen Grønneberg, Nils Lid Hjort

Publication date: 26 May 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/226105

zbMATH Keywords

model selectionAICmaximum pseudo-likelihood estimatorscopulaemultivariate rank statisticsCICcross-validation-CIC

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• R
• QRM

Cites Work

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