Estimating non-simplified vine copulas using penalized splines (Q1702016)

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Estimating non-simplified vine copulas using penalized splines
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    title
    Estimating non-simplified vine copulas using penalized splines (English)
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    author
    Christian Schellhase
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    Fabian Spanhel
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    publication date
    27 February 2018
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    zbMATH DE Number
    6844373
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    zbMATH Keywords
    vine
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    pair-copula
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    simplifying assumption
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    conditional copula
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    penalized spline
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    describes a project that uses
    VineCopula
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    pacotest
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    SemiPar
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    KernSmooth
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    ks
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    OpenAlex ID
    W3105827636
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    arXiv ID
    1603.01424
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    cites work
    Time-dependent copulas
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    Q3281461
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    Q4010713
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    Q4865051
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