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Nonparametric estimation of pair-copula constructions with the empirical pair-copula.

Ingrid Hobæk HaffJohan Segers
Published in: Comput. Stat. Data Anal. (2015)
Keyphrases
  • nonparametric estimation
  • pairwise
  • theoretical analysis
  • machine learning
  • dependence structure
  • data sets
  • principal component analysis
  • machine learning methods
  • monte carlo simulation