vinereg (Q43056)
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D-Vine Quantile Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | vinereg |
D-Vine Quantile Regression |
Statements
9 February 2024
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Implements D-vine quantile regression models with parametric or nonparametric pair-copulas. See Kraus and Czado (2017) <doi:10.1016/j.csda.2016.12.009> and Schallhorn et al. (2017) <arXiv:1705.08310>.
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24 February 2024
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