Pages that link to "Item:Q2416782"
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The following pages link to Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782):
Displaying 9 items.
- Analyzing dependent data with vine copulas. A practical guide with R (Q1738351) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- Parsimonious graphical dependence models constructed from vines (Q4960932) (← links)
