About tests of the "simplifying" assumption for conditional copulas

Alexis Derumigny^*, Jean David Fermanian

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

21 Citations (Scopus)

53 Downloads (Pure)

21 Citations
1 PhD Thesis - Research external, graduation external

1 results

2019
Some statistical results in high-dimensional dependence modeling
Derumigny, A., 2019, 304 p.
Research output: Thesis › PhD Thesis - Research external, graduation external

Open Access
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58 Downloads (Pure)