About tests of the ``simplifying assumption for conditional copulas
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Publication:1696995
DOI10.1515/demo-2017-0011zbMath1383.62159arXiv1612.07349OpenAlexW2963222796MaRDI QIDQ1696995
Jean-David Fermanian, Alexis Derumigny
Publication date: 15 February 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.07349
Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)
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Cites Work
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