Statistical testing of covariate effects in conditional copula models (Q391831): Difference between revisions

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+Semiparametric estimation of conditional copulas
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+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
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+In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
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+A central limit theorem for generalized quadratic forms
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+Q3125064
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+Nonparametric Inferences for Additive Models
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Generalised likelihood ratio tests for spectral density
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+Tests of independence and randomness based on the empirical copula process
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+Estimation of a Conditional Copula and Association Measures
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+A Class of Statistics with Asymptotically Normal Distribution
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
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+Statistical inference for the index parameter in single-index models
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