Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802)

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Nonparametric estimation of pair-copula constructions with the empirical pair-copula
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    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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