Estimating non-simplified vine copulas using penalized splines (Q1702016): Difference between revisions

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Latest revision as of 06:27, 15 July 2024

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Estimating non-simplified vine copulas using penalized splines
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    Estimating non-simplified vine copulas using penalized splines (English)
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    27 February 2018
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    vine
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    pair-copula
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    simplifying assumption
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    conditional copula
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    penalized spline
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