Truncated regular vines in high dimensions with application to financial data (Q3225771): Difference between revisions

@@ Property / author @@
-Eike Christian Brechmann
@@ Property / author: Eike Christian Brechmann / rank @@
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+Eike Christian Brechmann
@@ Property / author: Eike Christian Brechmann / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1002/cjs.10141
@@ Property / full work available at URL: https://doi.org/10.1002/cjs.10141 / rank @@
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+W2098381731
@@ Property / OpenAlex ID: W2098381731 / rank @@
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Vines -- a new graphical model for dependent random variables.
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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Selecting and estimating regular vine copulae and application to financial returns
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Comparison of estimators for pair-copula constructions
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+Comparison of semiparametric and parametric methods for estimating copulas
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+Uncertainty Analysis with High Dimensional Dependence Modelling
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+Q3825957
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+Bayesian model selection for D-vine pair-copula constructions
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Q5444719
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+Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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@@ links / mardi / name / links / mardi / name @@
+Publication:3225771