Goodness-of-fit test for specification of semiparametric copula dependence models
Year of publication: |
July 2016
|
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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
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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 |
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