penDvine

R package penDvine: flexible pair-copula estimation in D-vines using bivariate penalized splines. Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.

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References in zbMATH (referenced in 1 article )

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  1. Kauermann, Göran; Schellhase, Christian: Flexible pair-copula estimation in D-vines using bivariate penalized splines (2014)