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.
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Specification of informative prior distributions for multinomial models using vine copulas (Q1631575) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326) (← links)
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
- Risk aggregation in Solvency II through recursive log-normals (Q1681181) (← links)
- A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management. II. (Q1696998) (← links)
- The vine philosopher (Q1696999) (← links)
- Application of prediction models using fuzzy sets: a Bayesian inspired approach (Q1697512) (← links)
- Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies (Q1698838) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- A streaming algorithm for bivariate empirical copulas (Q1738002) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Single-index copulas (Q1742729) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach (Q1752290) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
- Unsupervised data classification using pairwise Markov chains with automatic copulas selection (Q1800063) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables (Q1936551) (← links)
- Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula (Q1958420) (← links)
- Probabilistic analysis of solar power supply using D-vine copulas based on meteorological variables (Q1979682) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method (Q1987793) (← links)
