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

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Revision as of 15:43, 12 February 2024

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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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