Generalized information matrix tests for copulas
Year of publication: |
2019
|
---|---|
Authors: | Prokhorov, Artem ; Schepsmeier, Ulf ; Zhu, Yajing |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 9, p. 1024-1054
|
Subject: | copula | goodness-of-fit | Information matrix equality | R-vines | vine copulas | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory |
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