pencopulaCond

R package pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines. Estimating Non-Simplified Vine Copulas Using Penalized Splines.

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References in zbMATH (referenced in 1 article )

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  1. Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)