Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of simplified vine copula models: comparison of methods |
scientific article |
Statements
Nonparametric estimation of simplified vine copula models: comparison of methods (English)
0 references
1 November 2018
0 references
B-spline
0 references
Bernstein
0 references
copula
0 references
kernel
0 references
nonparametric
0 references
simulation
0 references
vine
0 references
0 references
0 references
0 references
0 references
0 references
0 references
