Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Medicine
Link
http://link.springer.com/content/pdf/10.1007/s10985-011-9192-2.pdf
Reference43 articles.
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3. Chen X, Fan Y (2005) Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Can J Stat 33: 389–414
4. Chen SX, Huang T-M (2007) Nonparametric estimation of copula functions for dependence modelling. Can J Stat 35: 265–282
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