Omnibus test for covariate effects in conditional copula models (Q2237822)
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scientific article; zbMATH DE number 7415716
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| English | Omnibus test for covariate effects in conditional copula models |
scientific article; zbMATH DE number 7415716 |
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Omnibus test for covariate effects in conditional copula models (English)
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28 October 2021
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asymptotic distribution
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conditional copula
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simplifying assumption
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testing for parametric effects
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U-statistics
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0.95133054
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0.9238801
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0.8877179
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0.8873683
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0.8873097
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0.88712156
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0.8856541
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0.8850987
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