Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005): Difference between revisions

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Flexible pair-copula estimation in D-vines using bivariate penalized splines
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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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