Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005)
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scientific article; zbMATH DE number 6559408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible pair-copula estimation in D-vines using bivariate penalized splines |
scientific article; zbMATH DE number 6559408 |
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Flexible pair-copula estimation in D-vines using bivariate penalized splines (English)
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22 March 2016
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D-vine
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copula density estimation
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Bernstein polynomial
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B-splines
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penalized spline smoothing
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