Score tests for covariate effects in conditional copulas (Q2011520)
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scientific article; zbMATH DE number 6756481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Score tests for covariate effects in conditional copulas |
scientific article; zbMATH DE number 6756481 |
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Score tests for covariate effects in conditional copulas (English)
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3 August 2017
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conditional copula
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covariate effect
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parametric dependence structure
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Rao score test
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specification test
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