Testing for equality between conditional copulas given discretized conditioning events

Article Properties
  • Language
    English
  • DOI (url)
    10.1002/cjs.11742
  • Publication Date
    2022/11/15
  • Journal
    Canadian Journal of Statistics
  • Indian UGC (journal)
  • Refrences
    31
  • Alexis Derumigny Department of Applied Mathematics Delft University of Technology Mekelweg 4 2628 CD Delft Netherlands ORCID (unauthenticated)
  • Jean‐David Fermanian École Nationale de la Statistique et de l'Administration Économique (ENSAE) & Centre de Recherche en Économie et Statistique (CREST) 5 avenue Le Chatelier 91120 Palaiseau Cedex France
  • Aleksey Min Department of Mathematics Technical University of Munich Boltzmannstr. 3 85748 Garching Germany
Abstract
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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