Flexible pair-copula estimation in D-vines using bivariate penalized splines.
Göran KauermannChristian SchellhasePublished in: Stat. Comput. (2014)
Keyphrases
- semi parametric
- least squares
- closed form
- lightweight
- accurate estimation
- estimation algorithm
- monte carlo simulation
- real world
- estimation process
- density estimation
- loss function
- parameter estimation
- pairwise
- bayesian networks
- case study
- information systems
- robust estimation
- artificial intelligence
- genetic algorithm
- databases
- tensor product
- random vectors