Pages that link to "Item:Q659123"
From MaRDI portal
The following pages link to Estimating copula densities, using model selection techniques (Q659123):
Displaying 9 items.
- Estimation of distribution algorithms based on two copula selection methods (Q391695) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- Modelling dependence (Q939341) (← links)
- A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Validation of positive quadrant dependence (Q2513454) (← links)
- Copula Density Estimation by Total Variation Penalized Likelihood (Q3652732) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)