Abstract
Generalized Additive Models for Conditional Dependence Structures V. Chavez-Demoulin and Thibault Vatter University of Lausanne, Switzerland Email: valerie.chavez@unil.ch Abstract We develop a generalized additive modeling framework for taking into ac- count the effect of predictors on the dependence structure between two vari- ables. We consider dependence or concordance measures that are solely
https://www.lu.se/sites/www.lu.se/files/abstract.pdf - 2025-08-02