A diagnostic test for specification of copulas under censorship
Juan Lin and Ximing Wu
Year of publication: |
2020
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---|---|
Authors: | Lin, Juan ; Wu, Ximing |
Subject: | censorship | Copula specification | smooth test | survival analysis | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Bestandsanalyse | Duration analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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