Omnibus test for covariate effects in conditional copula models.

Irène Gijbels Marek Omelka Noël Veraverbeke

Published in: J. Multivar. Anal. (2021)

Keyphrases

probabilistic model
neural network
experimental data
graphical models
complex systems
data mining
case study
multiscale
prior knowledge
least squares
model selection
statistical methods
monte carlo simulation
accurate models