Generalized additive models for conditional dependence structures (Q746876)

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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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