CDVine

swMATH8161MaRDI QIDQ20171

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Source code repository: https://github.com/cran/CDVine

Related Items (54)

Nonparametric estimation of simplified vine copula models: comparison of methods ⋮ Sequential Bayesian model selection of regular vine copulas ⋮ Simplified R-vine based forward regression ⋮ Nonparametric estimation of pair-copula constructions with the empirical pair-copula ⋮ Bayesian model selection of regular vine copulas ⋮ Default probability estimation via pair copula constructions ⋮ R‐vine models for spatial time series with an application to daily mean temperature ⋮ Copula regression spline models for binary outcomes ⋮ Model-based clustering using copulas with applications ⋮ Bivariate copula additive models for location, scale and shape ⋮ Semi-parametric copula sample selection models for count responses ⋮ Control charts of mean and variance using copula Markov SPC and conditional distribution by copula ⋮ A general approach to full-range tail dependence copulas ⋮ Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso ⋮ Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme ⋮ On the quantification and efficient propagation of imprecise probabilities with copula dependence ⋮ Modelling the dependency between inflation and exchange rate using copula ⋮ Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand ⋮ Bayesian sequential design for copula models ⋮ A multivariate frequency-severity framework for healthcare data breaches ⋮ Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies ⋮ Construction of leading economic index for recession prediction using vine copulas ⋮ Modeling Influenza-Like Illness Activity in the United States ⋮ Copula Link-Based Additive Models for Right-Censored Event Time Data ⋮ Statistical arbitrage with vine copulas ⋮ Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach ⋮ A copula-based method of classifying individuals into binary disease categories using dependent biomarkers ⋮ Pair-copula models for analyzing family data ⋮ DYNAMIC ASSET CORRELATIONS BASED ON VINES ⋮ Copula Modelling of Nurses’ Agitation-Sedation Rating of ICU Patients ⋮ A method for constructing asymmetric pair-copula and its application ⋮ Copula directed acyclic graphs ⋮ Total loss estimation using copula-based regression models ⋮ pyvine: the Python package for regular vine copula modeling, sampling and testing ⋮ Sample selection models for count data in R ⋮ On non-central squared copulas ⋮ Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios ⋮ Multivariate distributions of correlated binary variables generated by pair-copulas ⋮ Copula approaches for modeling cross-sectional dependence of data breach losses ⋮ Mixture of D-vine copulas for modeling dependence ⋮ Clustering dependent observations with copula functions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Selection of sparse vine copulas in high dimensions with the Lasso ⋮ Selection of Vine Copulas ⋮ Vine copula graphical models in the construction of biological networks ⋮ Generalized information matrix tests for copulas ⋮ CD-vine model for capturing complex dependence ⋮ R Package to Handle Archimax or Any User-Defined Continuous Copula Construction: acopula ⋮ Sampling, conditionalizing, counting, merging, searching regular vines ⋮ Spatial composite likelihood inference using local C-vines ⋮ Modeling Malicious Hacking Data Breach Risks ⋮ Flexible pair-copula estimation in D-vines using bivariate penalized splines

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