Nonparametric testing for no covariate effects in conditional copulas
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Publication:5280374
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Cites work
- Approximation Theorems of Mathematical Statistics
- Archimedean copula estimation using Bayesian splines smoothing techniques
- Beyond simplified pair-copula constructions
- Conditional copulas, association measures and their applications
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimation of a conditional copula and association measures
- Estimation of a copula when a covariate affects only marginal distributions
- Flexible pair-copula estimation in D-vines using bivariate penalized splines
- Multivariate and functional covariates and conditional copulas
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Partial and average copulas and association measures
- Semiparametric estimation of conditional copulas
- Simplified pair copula constructions -- limitations and extensions
- Statistical testing of covariate effects in conditional copula models
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- U-processes: Rates of convergence
- Vines -- a new graphical model for dependent random variables.
Cited in
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- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
- Study of partial and average conditional Kendall's tau
- Omnibus test for covariate effects in conditional copula models
- Correlation-oriented complex system structural risk assessment using copula and belief rule base
- Testing the simplifying assumption in high-dimensional vine copulas
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance
- Statistical testing of covariate effects in conditional copula models
- Non-parametric estimation of copula parameters: testing for time-varying correlation
- Testing for equality between conditional copulas given discretized conditioning events
- Conditional empirical copula processes and generalized measures of association
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
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