Testing for equality between conditional copulas given discretized conditioning events
From MaRDI portal
Publication:110517
DOI10.48550/arXiv.2008.09498arXiv2008.09498MaRDI QIDQ110517
Alexis Derumigny, Jean-David Fermanian, Aleksey Min, Jean-David Fermanian, Aleksey Min, Alexis Derumigny
Publication date: 21 August 2020
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.09498
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62-XX: Statistics