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A semiparametric maximum likelihood ratio test for the change point in copula models

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https://hal.archives-ouvertes.fr/hal-01764347
Contributor : Salim Bouzebda <>
Submitted on : Wednesday, April 11, 2018 - 7:14:16 PM
Last modification on : Thursday, March 21, 2019 - 1:03:43 PM

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Salim Bouzebda, Amor Keziou. A semiparametric maximum likelihood ratio test for the change point in copula models. Statistical Methodology, Elsevier, 2013, 14, pp.39 - 61. ⟨10.1016/j.stamet.2013.02.003⟩. ⟨hal-01764347⟩

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