A goodness-of-fit test for regular vine copula models

Ulf Schepsmeier

Year of publication:	2019
Authors:	Schepsmeier, Ulf
Subject:	Copula \| goodness-of-fit test \| PCC \| vine copula \| White’s information matrix test \| Multivariate Verteilung \| Multivariate distribution \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory \| Bootstrap-Verfahren \| Bootstrap approach

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