Additive models for conditional copulas (Q6537804)
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scientific article; zbMATH DE number 7847445
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| English | Additive models for conditional copulas |
scientific article; zbMATH DE number 7847445 |
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Additive models for conditional copulas (English)
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14 May 2024
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additive models
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Bayesian inference
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conditional copulas
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cross-validated marginal likelihood
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cubic splines
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Markov chain Monte Carlo
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