Pages that link to "Item:Q2350036"
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The following pages link to Truncation of vine copulas using fit indices (Q2350036):
Displaying 12 items.
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration (Q2110192) (← links)
- Vine copula regression for observational studies (Q2218559) (← links)
- Vine copula statistical disclosure control for mixed-type data (Q2674512) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
