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"Estimating non-simplified vine copulas using penalized splines."

Christian Schellhase, Fabian Spanhel (2018)

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DOI: 10.1007/S11222-017-9737-7

access: closed

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/SchellhaseS18
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  - https://dblp.org/rec/journals/sac/SchellhaseS18
Christian Schellhase, Fabian Spanhel:
Estimating non-simplified vine copulas using penalized splines. Stat. Comput. 28(2): 387-409 (2018)

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