"Score tests for covariate effects in conditional copulas."

Irène Gijbels et al. (2017)

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DOI: 10.1016/J.JMVA.2017.05.001

access: closed

type: Journal Article

metadata version: 2022-10-02

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Irène Gijbels, Marek Omelka, Michal Pesta, Noël Veraverbeke:
Score tests for covariate effects in conditional copulas. J. Multivar. Anal. 159: 111-133 (2017)

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