D-vine copula based quantile regression (Q112600): Difference between revisions
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scientific article
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English | D-vine copula based quantile regression |
scientific article |
Statements
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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