Generic function to calculate the standard error of estimated coefficients
from a model object.

Provides functions for the estimation of conditional copulas models,
various estimators of conditional Kendall's tau
(proposed in Derumigny and Fermanian (2019a, 2019b, 2020)
<doi:10.1515/demo-2019-0016>,
<doi:10.1016/j.csda.2019.01.013>,
<doi:10.1016/j.jmva.2020.104610>),
test procedures for the simplifying assumption
(proposed in Derumigny and Fermanian (2017) <doi:10.1515/demo-2017-0011>
and Derumigny, Fermanian and Min (2022) <doi:10.1002/cjs.11742>),
and measures of non-simplifyingness
(proposed in Derumigny (2025) <doi:10.48550/arXiv.2504.07704>).

Alexis Derumigny

CondCopulas

Estimation and Inference for Conditional Copula Models

Jean-David Fermanian

Aleksey Min

Rutger van der Spek

se function

<dl><dt>object</dt>
<dd>A model object.</dd>
<dt>...</dt>
<dd>Additional arguments passed to methods.</dd></dl>

Arguments

Standard Error of Model Coefficients — se

<dl>

<dt>object</dt>
<dd>A model object.</dd>


<dt>...</dt>
<dd>Additional arguments passed to methods.</dd>

</dl>

se: Standard Error of Model Coefficients

Description

Usage

Arguments