We are in the process of upgrading DSpace and are restricting logins.

Now showing items 1-1 of 1

    • Nonparametric testing for no covariate effects in conditional copulas 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Taylor & Francis, 2017)
      In dependence modelling using conditional copulas, one often imposes the working assumption that the covariate influences the conditional copula solely through the marginal distributions. This so-called (pairwise) simplifying ...