Copula model evaluation based on parametric bootstrap

descriptionPublicationkeyboard_double_arrow_right Article 01 Mar 2008 United Kingdom English Publisher:Elsevier BVJournal:Computational Statistics & Data Analysis, volume 52, pages 3,342-3,353 (issn: 0167-9473,

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Authors: Aristidis K. Nikoloulopoulos; Dimitris Karlis;

doi: 10.1016/j.csda.2007.10.028

Copula model evaluation based on parametric bootstrap

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Abstract

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Country

United Kingdom

Related Organizations

Athens University of Economics and Business
Greece
University of East Anglia
United Kingdom

Keywords

330, Bootstrap, jackknife and other resampling methods, Computational methods for problems pertaining to statistics, Characterization and structure theory for multivariate probability distributions; copulas, Nonparametric hypothesis testing

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