Boosting Distributional Copula Regression (Q6079714)

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scientific article; zbMATH DE number 7756539
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Boosting Distributional Copula Regression
scientific article; zbMATH DE number 7756539

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    Boosting Distributional Copula Regression (English)
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    30 October 2023
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    Archimedean copula
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    component-wise gradient boosting
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    early stopping
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    GAMLSS
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    tail dependence
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