Statistical testing of covariate effects in conditional copula models (Q391831)
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scientific article; zbMATH DE number 6244518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical testing of covariate effects in conditional copula models |
scientific article; zbMATH DE number 6244518 |
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Statistical testing of covariate effects in conditional copula models (English)
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13 January 2014
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constant copula
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dynamic copulas
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local likelihood
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model diagnostics
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nonparametric inference
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