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

Göran Kauermann, Christian Schellhase. Flexible pair-copula estimation in D-vines using bivariate penalized splines. Statistics and Computing, 24(6):1081-1100, 2014. [doi]

Authors

Göran Kauermann

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Christian Schellhase

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