Pages that link to "Item:Q443776"
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The following pages link to Beyond simplified pair-copula constructions (Q443776):
Displaying 47 items.
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
- Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← 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)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
- On Kendall's regression (Q2181725) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- A copula‐based risk aggregation model (Q5247415) (← links)
- Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
