Score tests for covariate effects in conditional copulas (Q2011520)

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scientific article
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Score tests for covariate effects in conditional copulas
scientific article

    Statements

    title
    Score tests for covariate effects in conditional copulas (English)
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    author
    Marek Omelka
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    Michal Pešta
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    Irène Gijbels
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    Noël Veraverbeke
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    publication date
    3 August 2017
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    zbMATH Keywords
    conditional copula
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    covariate effect
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    parametric dependence structure
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    Rao score test
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    specification test
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    describes a project that uses
    copula
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    bootlib
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    copula
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    R
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    Identifiers

    Mathematics Subject Classification ID
    62H15
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    62G10
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    62H20
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    zbMATH DE Number
    6756481
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    OpenAlex ID
    W2612402835
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    Wikidata QID
    Q61719233
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