Nonparametric estimation of pair-copula constructions with the empirical pair-copula
type: Item
instance of: scholarly article
title: Nonparametric estimation of pair-copula constructions with the empirical pair-copula
author: Ingrid Hobæk Haff
author: Johan Segers
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1201.5133
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6984141
zbMATH Keywords: pair-copula
zbMATH Keywords: regular vine
zbMATH Keywords: empirical copula
zbMATH Keywords: resampling
zbMATH Keywords: Spearman rank correlation
zbMATH Keywords: model selection
zbMATH Keywords: independence
zbMATH Keywords: smoothing
describes a project that uses: CDVine
describes a project that uses: TwoCop
MaRDI profile type: Publication
OpenAlex ID: W2166486650
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DOI: 10.1016/J.CSDA.2014.10.020
description: scientific article; zbMATH DE number 6984141