Generalized additive models for conditional dependence structures (Q746876)
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scientific article; zbMATH DE number 6497208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized additive models for conditional dependence structures |
scientific article; zbMATH DE number 6497208 |
Statements
Generalized additive models for conditional dependence structures (English)
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21 October 2015
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conditional rank correlations
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copula
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penalized log-likelihood
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regression splines
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semiparametric modeling
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intraday financial returns
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0.9235035
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0.91500396
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0.9123905
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