Generalized information matrix tests for copulas
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Publication:5860958
DOI10.1080/07474938.2018.1514023zbMath1490.62125OpenAlexW1433192250MaRDI QIDQ5860958
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Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2123/13798
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bootstrap, jackknife and other resampling methods (62F40)
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Cites Work
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