Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802)
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scientific article; zbMATH DE number 6984141
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| English | Nonparametric estimation of pair-copula constructions with the empirical pair-copula |
scientific article; zbMATH DE number 6984141 |
Statements
Nonparametric estimation of pair-copula constructions with the empirical pair-copula (English)
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23 November 2018
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pair-copula
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regular vine
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empirical copula
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resampling
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Spearman rank correlation
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model selection
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independence
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smoothing
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0.8343155980110168
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0.8273282051086426
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0.8228721022605896
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0.8083610534667969
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0.8048073053359985
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