Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352)
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scientific article
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| English | Nonparametric estimation of simplified vine copula models: comparison of methods |
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Nonparametric estimation of simplified vine copula models: comparison of methods (English)
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1 November 2018
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B-spline
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Bernstein
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copula
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kernel
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nonparametric
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simulation
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vine
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0.895413875579834
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0.8350917100906372
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0.8272286653518677
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0.8250307440757751
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