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.
- Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence (Q3391116) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262) (← links)
- R‐vine models for spatial time series with an application to daily mean temperature (Q3459928) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- An empirical analysis of multivariate copula models (Q3650966) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
- Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← links)
- Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers (Q4558857) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- Incorporating Regular Vines in Estimation of Distribution Algorithms (Q4649202) (← links)
- Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams (Q4970307) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
- Some Comments on Copula-Based Regression (Q4975580) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
- (Q5011443) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Modeling multivariate cybersecurity risks (Q5036346) (← links)
- Joint regression modeling for missing categorical covariates in generalized linear models (Q5036347) (← links)
- Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses (Q5051108) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- High-Dimensional Copula Variational Approximation Through Transformation (Q5066743) (← links)
- Optimizing minimum information pair-copula using genetic algorithm to select optimal basis functions (Q5086165) (← links)
- (Q5106284) (← links)
- Improvements of Rackwitz–Fiessler Method for Correlated Structural Reliability Analysis (Q5112001) (← links)
- (Q5120637) (← links)
- (Q5121460) (← links)
- (Q5121467) (← links)
- (Q5121469) (← links)
- (Q5121470) (← links)
- (Q5121473) (← links)
- Tail-weighted measures of dependence (Q5130181) (← links)
- Bayesian joint modeling of correlated counts data with application to adverse birth outcomes (Q5130236) (← links)
- A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- A vine copula approach for regression analysis of bivariate current status data with informative censoring (Q5221304) (← links)
- Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis (Q5232803) (← links)
- Assessing stock market dependence and contagion (Q5245917) (← links)
- Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
