Prediction based on conditional distributions of vine copulas (Q2002717)
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scientific article; zbMATH DE number 7080185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction based on conditional distributions of vine copulas |
scientific article; zbMATH DE number 7080185 |
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Prediction based on conditional distributions of vine copulas (English)
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12 July 2019
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regression
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nonlinear conditional mean
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conditional quantiles
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heteroscedasticity
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