About tests of the “simplifying” assumption for conditional copulas
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DOI: 10.1515/demo-2017-0011
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- Levi, Evgeny & Craiu, Radu V., 2018. "Bayesian inference for conditional copulas using Gaussian Process single index models," Computational Statistics & Data Analysis, Elsevier, vol. 122(C), pages 115-134.
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Keywords
conditional copula; simplifying assumption; bootstrap;All these keywords.
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