Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005)
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scientific article; zbMATH DE number 6559408
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| English | Flexible pair-copula estimation in D-vines using bivariate penalized splines |
scientific article; zbMATH DE number 6559408 |
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Flexible pair-copula estimation in D-vines using bivariate penalized splines (English)
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22 March 2016
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D-vine
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copula density estimation
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Bernstein polynomial
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B-splines
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penalized spline smoothing
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0.8242588043212891
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0.8002028465270996
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0.7924869060516357
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0.7653353214263916
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0.7579418420791626
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