Nonparametric testing for no covariate effects in conditional copulas

DOI10.1080/02331888.2016.1258070zbMath1369.62112OpenAlexW2552383185WikidataQ61719234 ScholiaQ61719234MaRDI QIDQ5280374

Irène Gijbels, Noël Veraverbeke, Marek Omelka

Publication date: 20 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/564788

zbMATH Keywords

Kendall's taunonparametric testingmarginal distributionconditional copulapartial copulacovariate effectpairwise simplifying assumption

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stochastic integral equations (60H20)

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