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"Omnibus test for covariate effects in conditional copula models."
Irène Gijbels, Marek Omelka, Noël Veraverbeke (2021)
- Irène Gijbels, Marek Omelka, Noël Veraverbeke:
Omnibus test for covariate effects in conditional copula models. J. Multivar. Anal. 186: 104804 (2021)
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