Irène Gijbels, Marek Omelka, Noël Veraverbeke. Omnibus test for covariate effects in conditional copula models. J. Multivariate Analysis, 186:104804, 2021. [doi]
@article{GijbelsOV21,
title = {Omnibus test for covariate effects in conditional copula models},
author = {Irène Gijbels and Marek Omelka and Noël Veraverbeke},
year = {2021},
doi = {10.1016/j.jmva.2021.104804},
url = {https://doi.org/10.1016/j.jmva.2021.104804},
researchr = {https://researchr.org/publication/GijbelsOV21},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {186},
pages = {104804},
}