Omnibus test for covariate effects in conditional copula models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- A consistent test of functional form via nonparametric estimation techniques
- A simple consistent bootstrap test for a parametric regression function
- Approximation Theorems of Mathematical Statistics
- Bandwidth selection in nonparametric kernel testing
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimation of a copula when a covariate affects only marginal distributions
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric model check based on local polynomial fitting
- Nonparametric model checks of single-index assumptions
- On the lack of power of omnibus specification tests
- Powerful nonparametric checks for quantile regression
- Refined approximations to permutation tests for multivariate inference
- Score tests for covariate effects in conditional copulas
- Semiparametric estimation of conditional copulas
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Specification analysis of linear quantile models
- Statistical testing of covariate effects in conditional copula models
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Cited in
(9)- About tests of the ``simplifying assumption for conditional copulas
- Score tests for covariate effects in conditional copulas
- Statistical testing of covariate effects in conditional copula models
- Nonparametric testing for no covariate effects in conditional copulas
- Testing for equality between conditional copulas given discretized conditioning events
- A linear model-based test for the heterogeneity of conditional correlations
- A hybrid omnibus test for generalized semiparametric single‐index models with high‐dimensional covariate sets
- A copula-model based semiparametric interaction test under the case-control design
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
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