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Nonparametric Testing of Conditional Independence by Means of the Partial Copula

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References

1942PARTIAL RANK CORRELATION96 cited
2012Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality77 cited

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2021How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond27 cited
2015Partial and average copulas and association measures26 cited
2018On the weak convergence of the empirical conditional copula Check for under a simplifying assumption25 cited
2016Nonparametric testing for no covariate effects in conditional copulas22 cited

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