Factor copula models for multivariate data (Q391802): Difference between revisions

@@ Property / author @@
-Joe, Harry
@@ Property / author: Joe, Harry / rank @@
-Normal rank
@@ Property / author @@
+Joe, Harry
@@ Property / author: Joe, Harry / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6244506
@@ Property / zbMATH DE Number: 6244506 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional independence
@@ Property / zbMATH Keywords: conditional independence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor analysis
@@ Property / zbMATH Keywords: factor analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pair-copula construction
@@ Property / zbMATH Keywords: pair-copula construction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial correlations
@@ Property / zbMATH Keywords: partial correlations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail dependence
@@ Property / zbMATH Keywords: tail dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail asymmetry
@@ Property / zbMATH Keywords: tail asymmetry / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+truncated vines
@@ Property / zbMATH Keywords: truncated vines / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q56865728
@@ Property / Wikidata QID: Q56865728 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+VineCopula
@@ Property / describes a project that uses: VineCopula / 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/10.1016/j.jmva.2013.05.001
+Normal rank
@@ Property / OpenAlex ID @@
+W1996388751
@@ Property / OpenAlex ID: W1996388751 / 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 @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
+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 @@
+Selecting and estimating regular vine copulae and application to financial returns
+Normal rank
@@ Property / cites work @@
+Structure de dépendance des lois de valeurs extrêmes bivariées
+Normal rank
@@ Property / cites work @@
+Q5812325
@@ Property / cites work: Q5812325 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail order and intermediate tail dependence of multivariate copulas
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Copula Structure Analysis
@@ Property / cites work: Copula Structure Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Vine copulas with asymmetric tail dependence and applications to financial return data
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5535928
@@ Property / cites work: Q5535928 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:391802