Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection

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Chen, Xiaohong, and Yanqin Fan. “Pseudo-Likelihood Ratio Tests for Semiparametric Multivariate Copula Model Selection”. Canadian Journal of Statistics, vol. 33, no. 3, 2005, pp. 389-14, https://doi.org/10.1002/cjs.5540330306.
Chen, X., & Fan, Y. (2005). Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Canadian Journal of Statistics, 33(3), 389-414. https://doi.org/10.1002/cjs.5540330306
Chen, Xiaohong, and Yanqin Fan. “Pseudo-Likelihood Ratio Tests for Semiparametric Multivariate Copula Model Selection”. Canadian Journal of Statistics 33, no. 3 (2005): 389-414. https://doi.org/10.1002/cjs.5540330306.
Chen X, Fan Y. Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Canadian Journal of Statistics. 2005;33(3):389-414.
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Citations
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Fitting copulas in the case of missing data

 Statistical Papers
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 2024
Empirical likelihood based confidence regions for functional of copulas Journal of Nonparametric Statistics
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  • Science: Mathematics
 2024
Nonparametric estimation of copulas and copula densities by orthogonal projections Econometrics and Statistics 1 2023
A corrected Clarke test for model selection and beyond Journal of Econometrics
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Wavelet block thresholding for copula density estimation under biased sampling Journal of Statistical Computation and Simulation
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 2023
Citations Analysis
Category Category Repetition
Science: Mathematics41
Science: Mathematics: Probabilities. Mathematical statistics39
Social Sciences: Commerce: Business28
Social Sciences: Economic theory. Demography: Economics as a science27
Social Sciences: Statistics14
Social Sciences: Finance11
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Technology: Engineering (General). Civil engineering (General)7
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Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
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Technology: Engineering (General). Civil engineering (General): Environmental engineering1
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Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
The category Science: Mathematics 41 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation and was published in 2006. The most recent citation comes from a 2024 study titled Fitting copulas in the case of missing data. This article reached its peak citation in 2014, with 13 citations. It has been cited in 62 different journals, 3% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 10 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year