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    • Nonparametric testing for no covariate effects in conditional copulas 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Taylor & Francis, 2017)
      In dependence modelling using conditional copulas, one often imposes the working assumption that the covariate influences the conditional copula solely through the marginal distributions. This so-called (pairwise) simplifying ...