A kernel-based test of the weighted L2 distance between the true regression function and the copula-regression approximation is consistent and asymptotically normal, with pivotal self-normalized confidence intervals for relevant deviations.
Testing for relevant dependence change in financial data: a CUSUM copula approach , url =
1 Pith paper cite this work, alongside 3 external citations. Polarity classification is still indexing.
1
Pith paper citing it
3
external citations · OpenAlex
fields
math.ST 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Testing for correct model specification in copula regression models
A kernel-based test of the weighted L2 distance between the true regression function and the copula-regression approximation is consistent and asymptotically normal, with pivotal self-normalized confidence intervals for relevant deviations.