A diagnostic test for specification of copulas under censorship
Juan Lin and Ximing Wu
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Juan ; Wu, Ximing |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 9, p. 930-946
|
| Subject: | censorship | Copula specification | smooth test | survival analysis | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1721834 [DOI] |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G22 - Insurance; Insurance Companies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295589