Nonparametric testing for no covariate effects in conditional copulas

  • Irène Gijbels, Marek Omelka, Noël Veraverbeke
  • Statistics, November 2016, Taylor & Francis
  • DOI: 10.1080/02331888.2016.1258070

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http://dx.doi.org/10.1080/02331888.2016.1258070