Testing for equality between conditional copulas given discretized conditioning events (Q110517): Difference between revisions
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22 January 2024
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| Property / publication date: 22 January 2024 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62-XX / rank | |||||||||||||||
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| Property / author: Alexis Derumigny / rank | |||||||||||||||
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| Property / author: Jean-David Fermanian / rank | |||||||||||||||
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| Property / author: Aleksey Min / rank | |||||||||||||||
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| Property / DOI: 10.1002/cjs.11742 / rank | |||||||||||||||
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Testing for equality between conditional copulas given discretized conditioning events (English) | |||||||||||||||
| Property / title: Testing for equality between conditional copulas given discretized conditioning events (English) / rank | |||||||||||||||
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| Property / published in: Canadian Journal of Statistics / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/2008.09498 / rank | |||||||||||||||
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| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 7792225 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
conditional copula | |||||||||||||||
| Property / zbMATH Keywords: conditional copula / rank | |||||||||||||||
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conditional Kendall's tau | |||||||||||||||
| Property / zbMATH Keywords: conditional Kendall's tau / rank | |||||||||||||||
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decision tree | |||||||||||||||
| Property / zbMATH Keywords: decision tree / rank | |||||||||||||||
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simplifying assumption | |||||||||||||||
| Property / zbMATH Keywords: simplifying assumption / rank | |||||||||||||||
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Revision as of 08:00, 30 April 2024
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for equality between conditional copulas given discretized conditioning events |
scientific article from arXiv |
Statements
21 August 2020
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22 January 2024
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stat.ME
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math.ST
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stat.ML
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stat.TH
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Testing for equality between conditional copulas given discretized conditioning events (English)
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conditional copula
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conditional Kendall's tau
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decision tree
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simplifying assumption
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