Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.csda.2014.10.020 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2014.10.020 / rank | |||
Normal rank | |||
Latest revision as of 23:16, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of pair-copula constructions with the empirical pair-copula |
scientific article |
Statements
Nonparametric estimation of pair-copula constructions with the empirical pair-copula (English)
0 references
23 November 2018
0 references
pair-copula
0 references
regular vine
0 references
empirical copula
0 references
resampling
0 references
Spearman rank correlation
0 references
model selection
0 references
independence
0 references
smoothing
0 references
0 references
0 references
