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Vine copula approximation: a generic method for coping with conditional dependence - MaRDI portal

Vine copula approximation: a generic method for coping with conditional dependence (Q1702298)

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scientific article; zbMATH DE number 6844718
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Vine copula approximation: a generic method for coping with conditional dependence
scientific article; zbMATH DE number 6844718

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    Vine copula approximation: a generic method for coping with conditional dependence (English)
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    28 February 2018
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    compact set
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    cross-validation
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    \(k\)-means clustering
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    Kullback-Leibler divergence
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    weighted average
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    locally weighted regression
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