Score tests for covariate effects in conditional copulas (Q2011520)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Score tests for covariate effects in conditional copulas |
scientific article; zbMATH DE number 6756481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Score tests for covariate effects in conditional copulas |
scientific article; zbMATH DE number 6756481 |
Statements
Score tests for covariate effects in conditional copulas (English)
0 references
3 August 2017
0 references
conditional copula
0 references
covariate effect
0 references
parametric dependence structure
0 references
Rao score test
0 references
specification test
0 references
0 references
