Statistical testing of covariate effects in conditional copula models
From MaRDI portal
Recommendations
- Score tests for covariate effects in conditional copulas
- Omnibus test for covariate effects in conditional copula models
- Nonparametric testing for no covariate effects in conditional copulas
- Parametric estimation of conditional copulas
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A central limit theorem for generalized quadratic forms
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimation of a conditional copula and association measures
- Generalised likelihood ratio tests for spectral density
- Generalized likelihood ratio statistics and Wilks phenomenon
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Nonparametric Inferences for Additive Models
- Semiparametric estimation of conditional copulas
- Statistical inference for the index parameter in single-index models
- Tests of independence and randomness based on the empirical copula process
Cited in
(25)- Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities
- A copula-model based semiparametric interaction test under the case-control design
- Mixed binary-continuous copula regression models with application to adverse birth outcomes
- Assessing the relationship between markers of glycemic control through flexible copula regression models
- Nonparametric testing for no covariate effects in conditional copulas
- About tests of the ``simplifying assumption for conditional copulas
- Approximate Bayesian conditional copulas
- Investigation of the dependence structure in seismic hazard analysis: an application for Turkey
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
- Single-index copulas
- Generalized additive models for conditional dependence structures
- Score tests for covariate effects in conditional copulas
- Parametric estimation of conditional copulas
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Testing the simplifying assumption in high-dimensional vine copulas
- Model robust inference with two-stage maximum likelihood estimation for copulas
- Omnibus test for covariate effects in conditional copula models
- Conditional empirical copula processes and generalized measures of association
- Bayesian inference for conditional copulas using Gaussian process single index models
- A wavelet-based estimation of the calibration function in conditional copula model
- Bivariate copula additive models for location, scale and shape
- Testing for equality between conditional copulas given discretized conditioning events
- A linear model-based test for the heterogeneity of conditional correlations
This page was built for publication: Statistical testing of covariate effects in conditional copula models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q391831)
