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Score tests for covariate effects in conditional copulas

Score tests for covariate effects in conditional copulas

Gijbels, Irène; Omelka, Marek; Pešta, Michal; Veraverbeke, Noël

期刊名称Journal of Multivariate Analysis
作者Gijbels, Irène; Omelka, Marek; Pešta, Michal; Veraverbeke, Noël
印刷ISSN0047-259X
文件大小470.61KB
发表时间2017-5
DOI10.1016/j.jmva.2017.05.001

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