A goodness-of-fit test for regular vine copula models
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Publication:5860906
DOI10.1080/07474938.2016.1222231zbMath1490.62132OpenAlexW1491125447MaRDI QIDQ5860906
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.764.1630
Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (4)
Estimation of high-order moment-independent importance measures for Shapley value analysis ⋮ Intermuscular coupling network analysis of upper limbs based on R-vine copula transfer entropy ⋮ Generalized information matrix tests for copulas ⋮ Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
Uses Software
Cites Work
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