D-vine copula based quantile regression (Q112600)

From MaRDI portal
Revision as of 21:27, 18 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
D-vine copula based quantile regression
scientific article

    Statements

    volume
    110
    0 references
    page(s)
    1-18
    0 references
    publication date
    June 2017
    0 references
    14 August 2018
    0 references
    author
    Daniel Kraus
    0 references
    Claudia Czado
    0 references
    Daniel Kraus
    0 references
    Claudia Czado
    0 references
    title
    D-vine copula based quantile regression (English)
    0 references
    Mathematics Subject Classification ID
    62-08
    0 references
    62G08
    0 references
    62H05
    0 references
    62P05
    0 references
    zbMATH DE Number
    6917804
    0 references
    zbMATH Keywords
    quantile regression
    0 references
    conditional distribution
    0 references
    vine copula
    0 references
    conditional copula quantile
    0 references
    stress testing
    0 references
    describes a project that uses
    GitHub
    0 references
    sn
    0 references
    np
    0 references
    R
    0 references
    quantreg
    0 references
    MASS (R)
    0 references
    mboost
    0 references
    ks
    0 references
    kdecopula
    0 references
    VineCopula
    0 references
    OpenAlex ID
    W2963318064
    0 references
    arXiv ID
    1510.04161
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q112600&oldid=33399219"
    Powered by MediaWiki