Pages that link to "Item:Q80568"
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The following pages link to Selecting and estimating regular vine copulae and application to financial returns (Q80568):
Displaying 50 items.
- VineCopula (Q20170) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← 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)
- Bayesian model selection of regular vine copulas (Q1631599) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← 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)
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
- Covariance model simulation using regular vines (Q1695739) (← 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)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← 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)
- Parameter estimation for pair-copula constructions (Q1952431) (← 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)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- Common sampling orders of regular vines with application to model selection (Q2008096) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses (Q2023800) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Informative goodness-of-fit for multivariate distributions (Q2074302) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration (Q2110192) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
