Estimating Non-Simplified Vine Copulas Using Penalized Splines

Schellhase C, Spanhel F (2018)
Statistics and Computing 28(2): 387-409.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
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Zeitschriftentitel
Statistics and Computing
Band
28
Zeitschriftennummer
2
Seite
387-409
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Schellhase C, Spanhel F. Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics and Computing. 2018;28(2):387-409.
Schellhase, C., & Spanhel, F. (2018). Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics and Computing, 28(2), 387-409. doi:10.1007/s11222-017-9737-7
Schellhase, C., and Spanhel, F. (2018). Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics and Computing 28, 387-409.
Schellhase, C., & Spanhel, F., 2018. Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics and Computing, 28(2), p 387-409.
C. Schellhase and F. Spanhel, “Estimating Non-Simplified Vine Copulas Using Penalized Splines”, Statistics and Computing, vol. 28, 2018, pp. 387-409.
Schellhase, C., Spanhel, F.: Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics and Computing. 28, 387-409 (2018).
Schellhase, Christian, and Spanhel, Fabian. “Estimating Non-Simplified Vine Copulas Using Penalized Splines”. Statistics and Computing 28.2 (2018): 387-409.