Pages that link to "Item:Q80563"
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The following pages link to Pair-copula constructions of multiple dependence (Q80563):
Displaying 50 items.
- M-vine decomposition and VAR(1) models (Q2288813) (← links)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- Distribution modeling for reliability analysis: impact of multiple dependences and probability model selection (Q2295880) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
- Copula regression models for discrete and mixed bivariate responses (Q2321793) (← links)
- Spatial pair-copula model of grade for an anisotropic gold deposit (Q2325285) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- Factor copula models for item response data (Q2348188) (← links)
- Preface to special issue on high-dimensional dependence and copulas (Q2350034) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Spatial composite likelihood inference using local C-vines (Q2350040) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
- On copula-based conditional quantile estimators (Q2407485) (← links)
- Composition operator for densities of continuous variables (Q2411289) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Constraining kernel estimators in semiparametric copula mixture models (Q2419156) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving (Q2514626) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
- Measuring the bullwhip effect with market competition among retailers: a simulation study (Q2668771) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- Vine copula statistical disclosure control for mixed-type data (Q2674512) (← links)
- A spectral surrogate model for stochastic simulators computed from trajectory samples (Q2686878) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions (Q2809615) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Copulas in Machine Learning (Q2849524) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- Copula structure analysis (Q2920266) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- (Q3183816) (← links)
- Dependence Modeling with Copulas (Q3190362) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction (Q3389454) (← links)
