Prediction based on conditional distributions of vine copulas (Q2002717): Difference between revisions
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Revision as of 18:33, 28 February 2024
scientific article
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English | Prediction based on conditional distributions of vine copulas |
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Prediction based on conditional distributions of vine copulas (English)
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12 July 2019
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regression
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nonlinear conditional mean
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conditional quantiles
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heteroscedasticity
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