Covariates

gamCopula

Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Generalized Additive Models for Pair-Copula Constructions

Pair-copula constructions are flexible models for the dependence in a random vector that have attracted a lot of interest in recent years. In this paper, we use generalized additive models to extend pair-copula constructions to allow for effects of …