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

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+Pair-copula constructions of multiple dependence
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+Semiparametric estimation of conditional copulas
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+Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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+Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
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+Publication:1702016