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"Flexible pair-copula estimation in D-vines using bivariate penalized splines."

Göran Kauermann, Christian Schellhase (2014)

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DOI: 10.1007/S11222-013-9421-5

access: closed

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/KauermannS14
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  - https://dblp.org/rec/journals/sac/KauermannS14
Göran Kauermann, Christian Schellhase:
Flexible pair-copula estimation in D-vines using bivariate penalized splines. Stat. Comput. 24(6): 1081-1100 (2014)

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