Copula model evaluation based on parametric bootstrap-Reference-Cited by-同舟云学术

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Copula model evaluation based on parametric bootstrap

Published:2008-03 Issue:7 Volume:52 Page:3342-3353
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Nikoloulopoulos Aristidis K.,Karlis Dimitris

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference29 articles.

1. Dependence properties of meta-elliptical distributions;Abdous,2004

2. A simulation-based method for model evaluation;Allcroft;Statistical Modelling, An International Journal,2003

3. A test for discriminating between models;Atkinson;Biometrika,1969

4. A method for discriminating between models;Atkinson;Journal of the Royal Statistical Society, Series B,1970

5. Dependence structures for multivariate high-frequency data in finance;Breymann;Quantitative Finance,2003

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3. Copula-Based Measures of Association;Encyclopedia of Quality of Life and Well-Being Research;2023

4. Bi-factor and Second-Order Copula Models for Item Response Data;Psychometrika;2022-11-21

5. The bivariate K-finite normal mixture ‘blanket’ copula;Journal of Statistical Computation and Simulation;2021-10-21

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