Flexible pair-copula estimation in D-vines using bivariate penalized splines
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Publication:261005
DOI10.1007/s11222-013-9421-5zbMath1332.62117OpenAlexW2020627444MaRDI QIDQ261005
Göran Kauermann, Christian Schellhase
Publication date: 22 March 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-013-9421-5
Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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