Gradient-boosted generalized linear models for conditional vine copulas (Q7022071)
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scientific article; zbMATH DE number 7989592
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| English | Gradient-boosted generalized linear models for conditional vine copulas |
scientific article; zbMATH DE number 7989592 |
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Gradient-boosted generalized linear models for conditional vine copulas (English)
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25 February 2025
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conditional copula
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dependence modeling
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ensemble postprocessing
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gradient-boosting
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variable selection
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vine copula
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