Pages that link to "Item:Q80563"
From MaRDI portal
The following pages link to Pair-copula constructions of multiple dependence (Q80563):
Displayed 41 items.
- VineCopula (Q20170) (← links)
- CDVineCopulaConditional (Q43055) (← 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)
- 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)
- 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)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← 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)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables (Q1936551) (← links)
- Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula (Q1958420) (← links)
- Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Copulas in Machine Learning (Q2849524) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- (Q3183816) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- An empirical analysis of multivariate copula models (Q3650966) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- Incorporating Regular Vines in Estimation of Distribution Algorithms (Q4649202) (← links)
- Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461) (← links)