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About tests of the "simplifying" assumption for conditional copulas

About tests of the "simplifying" assumption for conditional copulas

21 December 2016
A. Derumigny
J. Fermanian
ArXivPDFHTML

Papers citing "About tests of the "simplifying" assumption for conditional copulas"

1 / 1 papers shown
Title
Nonparametric testing of conditional independence by means of the
  partial copula
Nonparametric testing of conditional independence by means of the partial copula
Wicher P. Bergsma
104
34
0
24 Jan 2011
1