Omnibus test for covariate effects in conditional copula models (Q2237822)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Omnibus test for covariate effects in conditional copula models |
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Omnibus test for covariate effects in conditional copula models (English)
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28 October 2021
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asymptotic distribution
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conditional copula
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simplifying assumption
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testing for parametric effects
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U-statistics
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