Testing for equality between conditional copulas given discretized conditioning events

DOI10.1002/CJS.11742MaRDI QIDQ5981750FDO

Authors Alexis Derumigny, Jean‐David Fermanian, Aleksey Min

Publication date 15 November 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/CJS.11742

Cited in

(1)

• CondCopulas

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