About tests of the ``simplifying'' assumption for conditional copulas (Q1696995)
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scientific article; zbMATH DE number 6839229
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| English | About tests of the ``simplifying'' assumption for conditional copulas |
scientific article; zbMATH DE number 6839229 |
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About tests of the ``simplifying'' assumption for conditional copulas (English)
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15 February 2018
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conditional copula
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simplifying assumption
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bootstrap
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0.8845055103302002
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0.7968603372573853
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0.7885604500770569
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0.7863546013832092
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0.7811575531959534
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