Reference Type | Journal (article/letter/editorial) |
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Title | Testing for equality between conditional copulas given discretized conditioning events |
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Journal | Canadian Journal of Statistics |
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Authors | Derumigny, Alexis | Author |
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Fermanian, Jean‐David | Author |
Min, Aleksey | Author |
Year | 2023 (December) | Volume | 51 |
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Issue | 4 |
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Publisher | Wiley |
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DOI | doi:10.1002/cjs.11742Search in ResearchGate |
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| Generate Citation Formats |
Mindat Ref. ID | 16948232 | Long-form Identifier | mindat:1:5:16948232:1 |
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GUID | 0 |
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Full Reference | Derumigny, Alexis, Fermanian, Jean‐David, Min, Aleksey (2023) Testing for equality between conditional copulas given discretized conditioning events. Canadian Journal of Statistics, 51 (4) 1084-1110 doi:10.1002/cjs.11742 |
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Plain Text | Derumigny, Alexis, Fermanian, Jean‐David, Min, Aleksey (2023) Testing for equality between conditional copulas given discretized conditioning events. Canadian Journal of Statistics, 51 (4) 1084-1110 doi:10.1002/cjs.11742 |
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In | (2023, December) Canadian Journal of Statistics Vol. 51 (4) Wiley |
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