A diagnostic test for specification of copulas under censorship-Reference-Cited by-同舟云学术

A diagnostic test for specification of copulas under censorship

Published:2020-02-10 Issue:9 Volume:39 Page:930-946
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Lin Juan¹,Wu Ximing²

Affiliation:

1. Department of Finance, School of Economics, and Wang Yanan Institute for Studies in Economics, and MOE Key Laboratory of Econometrics, Xiamen University, Xiamen, China;

2. Department of Agricultural Economics, Texas A&M University, College Station, Texas, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474938.2020.1721834

Reference48 articles.

1. A Class of Goodness of Fit Tests for a Copula Based on Bivariate Right-Censored Data

2. On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence

3. Copula goodness-of-fit testing: an overview and power comparison

4. Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection

5. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data;Statistical Papers;2024-05-31

2. Goodness‐of‐fit test for semiparametric copula models with bivariate interval‐censored data;Stat;2023-01

3. An information ratio‐based goodness‐of‐fit test for copula models on censored data;Biometrics;2022-12-14

4. Copula Models and Diagnostics for Multivariate Interval-Censored Data;Emerging Topics in Modeling Interval-Censored Survival Data;2022