Pages that link to "Item:Q3225771"
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The following pages link to Truncated regular vines in high dimensions with application to financial data (Q3225771):
Displaying 37 items.
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← 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)
- Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50 (Q2871286) (← links)
- Copula structure analysis (Q2920266) (← links)
- R‐vine models for spatial time series with an application to daily mean temperature (Q3459928) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Modeling multivariate cybersecurity risks (Q5036346) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Tail-weighted measures of dependence (Q5130181) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- Vine Copulas for Imputation of Monotone Non‐response (Q6086598) (← links)
- Optimal stock portfolio selection with a multivariate hidden Markov model (Q6108886) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- (Q6141218) (← links)
- Bi-factor and second-order copula models for item response data (Q6160315) (← links)
- Financial dependence analysis: applications of vine copulas (Q6552773) (← links)
- Multivariate option pricing using copulae (Q6570854) (← 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)
- Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox (Q6581514) (← links)
- Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
- Agent-based modeling in medical research, virtual baseline generator and change in patients' profile issue (Q6636233) (← links)
- Copula Modeling of Serially Correlated Multivariate Data with Hidden Structures (Q6651363) (← links)
- Vines and MAT-labeled graphs (Q6656601) (← links)
- A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)