Statistical testing of covariate effects in conditional copula models (Q391831): Difference between revisions
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Property / author: Fang Yao / rank | |||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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Property / zbMATH DE Number: 6244518 / rank | |||
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constant copula | |||
Property / zbMATH Keywords: constant copula / rank | |||
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dynamic copulas | |||
Property / zbMATH Keywords: dynamic copulas / rank | |||
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local likelihood | |||
Property / zbMATH Keywords: local likelihood / rank | |||
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model diagnostics | |||
Property / zbMATH Keywords: model diagnostics / rank | |||
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nonparametric inference | |||
Property / zbMATH Keywords: nonparametric inference / rank | |||
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Revision as of 14:18, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Statistical testing of covariate effects in conditional copula models |
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Statistical testing of covariate effects in conditional copula models (English)
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13 January 2014
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constant copula
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dynamic copulas
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local likelihood
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model diagnostics
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nonparametric inference
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