Nonparametric testing for no covariate effects in conditional copulas (Q5280374)
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scientific article; zbMATH DE number 6750743
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| English | Nonparametric testing for no covariate effects in conditional copulas |
scientific article; zbMATH DE number 6750743 |
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Nonparametric testing for no covariate effects in conditional copulas (English)
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20 July 2017
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conditional copula
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covariate effect
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Kendall's tau
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nonparametric testing
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pairwise simplifying assumption
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partial copula
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marginal distribution
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0.8845055103302002
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0.8634656667709351
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0.8522591590881348
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0.8409348726272583
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0.7877069115638733
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