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2018 | OriginalPaper | Chapter

5. Graphical Diagnostics, Tests, and Model Selection

Authors : Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan

Published in: Elements of Copula Modeling with R

Publisher: Springer International Publishing

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Abstract

This chapter presents graphical diagnostics and statistical tests, and discusses model selection for copulas.

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previous chapter Estimation
next chapter Ties, Time Series, and Regression
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Metadata
Title
Graphical Diagnostics, Tests, and Model Selection
Authors
Marius Hofert
Ivan Kojadinovic
Martin Mächler
Jun Yan
Copyright Year
2018
Book
Elements of Copula Modeling with R

Print ISBN: 978-3-319-89634-2

Electronic ISBN: 978-3-319-89635-9

Copyright Year: 2018

DOI
https://doi.org/10.1007/978-3-319-89635-9_5