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  • Search: subject:"Kernelized Stein discrepancy"
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Subject
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Consistent test 1 Copula time series model 1 Estimation theory 1 Kernelized Stein discrepancy 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate time series model 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Testing multivariate error distribution 1 Time series analysis 1 Zeitreihenanalyse 1
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Undetermined 1
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Gong, Huan 1 Li, Dong 1 Luo, Donghang 1 Zhu, Ke 1
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
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ECONIS (ZBW) 1
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Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang; Zhu, Ke; Gong, Huan; Li, Dong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 111-125
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