Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-017-9370-4.pdf
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3. Can S U, Einmahl J H J, Khmaladze E V, et al. Asymptotically distribution-free goodness-of-fit testing for tail copulas. Ann Statist, 2015, 43: 878–902
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5. Dakovic R, Czado C. Comparing point and interval estimates in the bivariate t-copula model with application to financial data. Stat Papers, 2011, 52: 709–731
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