Estimating non-simplified vine copulas using penalized splines

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Publication:1702016

DOI10.1007/s11222-017-9737-7zbMath1384.62170arXiv1603.01424OpenAlexW3105827636MaRDI QIDQ1702016

Fabian Spanhel, Christian Schellhase

Publication date: 27 February 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.01424




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