Generalized additive models for conditional dependence structures

Published 2015 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Generalized additive models for conditional dependence structures
Authors
Keywords
Conditional rank correlations, Copula, Penalized log-likelihood, Regression splines, Semiparametric modeling, Intraday financial returns
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 141, Issue -, Pages 147-167
Publisher
Elsevier BV
Online
2015-07-22
DOI
10.1016/j.jmva.2015.07.003

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.