Score tests for covariate effects in conditional copulas
type: Item
instance of: scholarly article
title: Score tests for covariate effects in conditional copulas
zbMATH Open document ID: 1368.62149
author: Marek Omelka
author: Michal Pešta
author: Irène Gijbels
author: Noël Veraverbeke
published in: Journal of Multivariate Analysis
publication date: 2017-08-03T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6756481
zbMATH Keywords: conditional copula
zbMATH Keywords: covariate effect
zbMATH Keywords: parametric dependence structure
zbMATH Keywords: Rao score test
zbMATH Keywords: specification test
describes a project that uses: copula
describes a project that uses: bootlib
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.jmva.2017.05.001
OpenAlex ID: W2612402835
Wikidata QID: Q61719233
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DBLP publication ID: journals/ma/GijbelsOPV17
DOI: 10.1016/J.JMVA.2017.05.001
description: scientific article; zbMATH DE number 6756481