On the weak convergence of the empirical conditional copula under a simplifying assumption

20 November 2015

Papers citing "On the weak convergence of the empirical conditional copula under a simplifying assumption"

6 / 6 papers shown

Title
About tests of the "simplifying" assumption for conditional copulas A. Derumigny J. Fermanian 36 44 0 21 Dec 2016
Parameter estimation for pair-copula constructions Ingrid Hobæk Haff 45 120 0 20 Mar 2013
Nonparametric testing of conditional independence by means of the partial copula Wicher P. Bergsma 104 34 0 24 Jan 2011
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 168 240 0 09 Dec 2010
Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing M. Omelka Irène Gijbels N. Veraverbeke 72 154 0 31 Aug 2009
Empirical processes indexed by estimated functions A. van der Vaart J. Wellner 148 130 0 07 Sep 2007