D-vine copula based quantile regression (Q112600): Difference between revisions

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Latest revision as of 21:27, 18 April 2024

scientific article
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English
D-vine copula based quantile regression
scientific article

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    110
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    1-18
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    June 2017
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    14 August 2018
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    D-vine copula based quantile regression (English)
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    quantile regression
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    conditional distribution
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    vine copula
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    conditional copula quantile
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    stress testing
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