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

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+Pair-copula constructions of multiple dependence
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+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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+Bayesian model selection for D-vine pair-copula constructions
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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