Goodness-of-fit test for specification of semiparametric copula dependence models
Shulin Zhang, Ostap Okhrin, Qian M. Zhou, Peter X.-K. Song
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Zhang, Shulin ; Okhrin, Ostap ; Zhou, Qian M. ; Song, Peter X.-K. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 1, p. 215-233
|
| Subject: | Bootstrap hybrid test | In-and-out-of sample likelihood | Power | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Statistischer Test | Statistical test | Multivariate Verteilung | Multivariate distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704802