Estimating non-simplified vine copulas using penalized splines (Q1702016): Difference between revisions
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Revision as of 04:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating non-simplified vine copulas using penalized splines |
scientific article |
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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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