Pages that link to "Item:Q80563"
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The following pages link to Pair-copula constructions of multiple dependence (Q80563):
Displaying 50 items.
- VineCopula (Q20170) (← links)
- CDVineCopulaConditional (Q43055) (← links)
- Estimation in exponential families on permutations (Q70429) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← 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)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- On a class of circulas: copulas for circular distributions (Q498048) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- How random is a random vector? (Q528246) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Partial correlation with copula modeling (Q901505) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
