Selection of Vine Copulas (Q2849522): Difference between revisions

@@ Property / describes a project that uses @@
+copula
@@ Property / describes a project that uses: copula / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CDVine
@@ Property / describes a project that uses: CDVine / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+VineCopula
@@ Property / describes a project that uses: VineCopula / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Boost
@@ Property / describes a project that uses: Boost / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+copula
@@ Property / describes a project that uses: copula / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+BGL
@@ Property / describes a project that uses: BGL / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-642-35407-6_2
+Normal rank
@@ Property / OpenAlex ID @@
+W156493003
@@ Property / OpenAlex ID: W156493003 / rank @@
+Normal rank
@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Beyond simplified pair-copula constructions
@@ Property / cites work: Beyond simplified pair-copula constructions / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Bayesian inference for stochastic time-varying copula models
+Normal rank
@@ Property / cites work @@
+Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models
+Normal rank
@@ Property / cites work @@
+PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
+Normal rank
@@ Property / cites work @@
+Pair-copula constructions for non-Gaussian DAG models
+Normal rank
@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
+Normal rank
@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
+Normal rank
@@ Property / cites work @@
+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
+Normal rank
@@ Property / cites work @@
+Truncated regular vines in high dimensions with application to financial data
+Normal rank
@@ Property / cites work @@
+Handbook of Markov Chain Monte Carlo
@@ Property / cites work: Handbook of Markov Chain Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Q3651735
@@ Property / cites work: Q3651735 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5262090
@@ Property / cites work: Q5262090 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of mixed C-vines with application to exchange rates
+Normal rank
@@ Property / cites work @@
+Selecting and estimating regular vine copulae and application to financial returns
+Normal rank
@@ Property / cites work @@
+An empirical analysis of multivariate copula models
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Q5386477
@@ Property / cites work: Q5386477 / rank @@
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Sequential Bayesian model selection of regular vine copulas
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Parameter estimation for pair-copula constructions
+Normal rank
@@ Property / cites work @@
+Comparison of estimators for pair-copula constructions
+Normal rank
@@ Property / cites work @@
+On the simplified pair-copula construction -- simply useful or too simplistic?
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of pair-copula constructions with the empirical pair-copula
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency of the two-stage estimation method for copula-based models
+Normal rank
@@ Property / cites work @@
+A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
+Normal rank
@@ Property / cites work @@
+Fast large-sample goodness-of-fit tests for copulas
+Normal rank
@@ Property / cites work @@
+Uncertainty Analysis with High Dimensional Dependence Modelling
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian model selection for D-vine pair-copula constructions
+Normal rank
@@ Property / cites work @@
+Vine copulas with asymmetric tail dependence and applications to financial return data
+Normal rank
@@ Property / cites work @@
+Pair Copula Constructions for Multivariate Discrete Data
+Normal rank
@@ Property / cites work @@
+Flexible pair-copula estimation in D-vines using bivariate penalized splines
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
+Normal rank
@@ Property / cites work @@
+Regime switches in the dependence structure of multidimensional financial data
+Normal rank
@@ Property / cites work @@
+Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
+Normal rank
@@ Property / cites work @@
+Simplified pair copula constructions -- limitations and extensions
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+Q3358073
@@ Property / cites work: Q3358073 / rank @@
+Normal rank