Estimating non-simplified vine copulas using penalized splines (Q1702016)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating non-simplified vine copulas using penalized splines |
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Estimating non-simplified vine copulas using penalized splines (English)
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27 February 2018
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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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