A diagnostic test for specification of copulas under censorship
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Publication:5861008
DOI10.1080/07474938.2020.1721834zbMath1490.62108OpenAlexW3006253667MaRDI QIDQ5861008
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2020.1721834
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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