Pages that link to "Item:Q3087589"
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The following pages link to Bayesian model selection for D-vine pair-copula constructions (Q3087589):
Displaying 28 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← 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 approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- A nonparametric Bayesian approach to copula estimation (Q4960593) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities (Q6624716) (← links)
