Pages that link to "Item:Q962223"

The following pages link to On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223):

Displaying 30 items.

• Truncation of vine copulas using fit indices (Q2350036) (← links)
• Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
• Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
• Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← 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)
• Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
• Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
• Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
• Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461) (← links)
• Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
• Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
• Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
• Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
• A copula‐based risk aggregation model (Q5247415) (← links)
• Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
• Copula-Based Regression Estimation and Inference (Q5327296) (← links)
• (Q5879921) (← links)
• Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas (Q6050382) (← links)
• Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
• M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space (Q6565311) (← links)
• COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
• (sfi)\(^2\) statistics for innovation -- the experience of the Oslo centre in industrial statistics (Q6574691) (← links)
• A numerical strategy to evaluate performance of predictive scores via a copula-based approach (Q6627455) (← links)
• Median and quantile conditional copulas (Q6641512) (← links)