Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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| Property / zbMATH DE Number: 6559408 / rank | |||
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D-vine | |||
| Property / zbMATH Keywords: D-vine / rank | |||
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copula density estimation | |||
| Property / zbMATH Keywords: copula density estimation / rank | |||
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Bernstein polynomial | |||
| Property / zbMATH Keywords: Bernstein polynomial / rank | |||
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B-splines | |||
| Property / zbMATH Keywords: B-splines / rank | |||
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penalized spline smoothing | |||
| Property / zbMATH Keywords: penalized spline smoothing / rank | |||
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Revision as of 14:24, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible pair-copula estimation in D-vines using bivariate penalized splines |
scientific article |
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Flexible pair-copula estimation in D-vines using bivariate penalized splines (English)
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22 March 2016
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D-vine
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copula density estimation
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Bernstein polynomial
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B-splines
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penalized spline smoothing
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