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Results:
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Results: 2
A goodness-of-fit test for regular vine copula models
Authors:
Schepsmeier, Ulf
Citation:
Schepsmeier, Ulf, A goodness-of-fit test for regular vine copula models, Econometric reviews , 38(1), 2019, pp. 25-46
Generalized information matrix tests for copulas
Authors:
Prokhorov, Artem Schepsmeier, Ulf Zhu, Yajing
Citation:
Prokhorov, Artem et al., Generalized information matrix tests for copulas, Econometric reviews , 38(9), 2019, pp. 1024-1054
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