Omnibus test for covariate effects in conditional copula models
DOI10.1016/J.JMVA.2021.104804zbMath1476.62092OpenAlexW3197468010MaRDI QIDQ2237822
Marek Omelka, Noël Veraverbeke, Irène Gijbels
Publication date: 28 October 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104804
asymptotic distributionU-statisticsconditional copulasimplifying assumptiontesting for parametric effects
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics in engineering and industry; control charts (62P30)
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