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- W2784407890 abstract "In the first part of this thesis we propose a novel semiparametric approach to perform quantile regression using D-vine copulas, a subclass of the flexible class of vine copula models. Various applications and the extension to discrete data are presented. In the second part the simplifying assumption for vine copulas is discussed, focussing on its visual implications and the development of a formal test. Finally, two new tree structure selection methods for vine copulas are developed." @default.
- W2784407890 created "2018-02-02" @default.
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- W2784407890 date "2017-01-01" @default.
- W2784407890 modified "2023-09-23" @default.
- W2784407890 title "D-vine copula based quantile regression and the simplifying assumption for vine copulas" @default.
- W2784407890 hasPublicationYear "2017" @default.
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