Pages that link to "Item:Q3377862"
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The following pages link to Uncertainty Analysis with High Dimensional Dependence Modelling (Q3377862):
Displaying 50 items.
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
- Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration (Q2110192) (← links)
- Modeling vine-production function: an approach based on vine copula (Q2162548) (← links)
- Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
- Modelling an energy market with Bayesian networks for non-normal data (Q2183558) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
- Multi-factor dependence modelling with specified marginals and structured association in large-scale project risk assessment (Q2242316) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Copula selection for graphical models in continuous estimation of distribution algorithms (Q2259747) (← links)
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
- M-vine decomposition and VAR(1) models (Q2288813) (← links)
- Compatible matrices of Spearman's rank correlation (Q2322625) (← 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)
- Preface to special issue on high-dimensional dependence and copulas (Q2350034) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (Q2700536) (← links)
- Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions (Q2809615) (← links)
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis (Q2828717) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- Modeling biased information seeking with second order probability distributions (Q2948130) (← links)
- Eliciting expert judgements about a set of proportions (Q2953254) (← links)
- Conditionalization of Copula-Based Models (Q2963444) (← 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)
- Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence (Q3391116) (← links)
- R‐vine models for spatial time series with an application to daily mean temperature (Q3459928) (← links)
- Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← 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)
- (Q4918074) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Optimizing minimum information pair-copula using genetic algorithm to select optimal basis functions (Q5086165) (← links)
- Toward an integrated Bayesian network approach to measurement error detection and correction (Q5086170) (← links)
- (Q5121460) (← links)
- (Q5121469) (← links)
