Testing the simplifying assumption in high-dimensional vine copulas
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Cites work
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3070150 (Why is no real title available?)
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Cited in
(8)- About tests of the ``simplifying assumption for conditional copulas
- Estimating non-simplified vine copulas using penalized splines
- pacotest
- Approximate Bayesian conditional copulas
- On Kendall's regression
- Testing for equality between conditional copulas given discretized conditioning events
- Conditional empirical copula processes and generalized measures of association
- scientific article; zbMATH DE number 6796087 (Why is no real title available?)
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