Generalized additive models for conditional dependence structures (Q746876): Difference between revisions
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Revision as of 02:07, 5 March 2024
scientific article
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English | Generalized additive models for conditional dependence structures |
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Generalized additive models for conditional dependence structures (English)
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21 October 2015
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conditional rank correlations
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copula
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penalized log-likelihood
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regression splines
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semiparametric modeling
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intraday financial returns
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